The variance constant for continuous-time level dependent quasi-birth-and-death processes

被引:7
作者
Liu, Yuanyuan [1 ]
Wang, Pengfei [1 ]
Zhao, Yiqiang Q. [2 ]
机构
[1] Cent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China
[2] Carleton Univ, Sch Math & Stat, Ottawa, ON, Canada
基金
加拿大自然科学与工程研究理事会; 中国国家自然科学基金;
关键词
Central limit theorem; M/M/c retrial queue; M/M/c vacation model; Markov processes; quasi-birth-and-death processes; MARKOV-CHAINS; ASYMPTOTIC VARIANCE; POISSONS-EQUATION; DEVIATION MATRIX; LIMIT-THEOREMS; DISCRETE; QUEUES;
D O I
10.1080/15326349.2017.1376285
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We derive the variance constant of continuous-time level dependent quasi-birth-and-death processes by investigating the expected integral functionals of the first return times. As an application, we consider the variance constant for the M/M/c retrial queue with non-persistent customers. For this model, analytical expressions and numerical results are obtained for the cases of single server and multiple servers, respectively. We also apply the obtained result to test the M/M/c vacation model for airport security pre-board screening checkpoint services by constructing a confidence interval for the mean queue length.
引用
收藏
页码:25 / 44
页数:20
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