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Stationary Waiting-Time Distributions in the GI/PH/1 Queue

Marcel F. Neuts
Journal of Applied Probability
Vol. 18, No. 4 (Dec., 1981), pp. 901-912
DOI: 10.2307/3213064
Stable URL: http://www.jstor.org/stable/3213064
Page Count: 12
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Stationary Waiting-Time Distributions in the GI/PH/1 Queue
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Abstract

It is known that the stable GI/PH/1 queue has an embedded Markov chain whose invariant probability vector is matrix-geometric with a rate matrix R. In terms of the matrix R, the stationary waiting-time distributions at arrivals, at an arbitrary time point and until the customer's departure may be evaluated by solving finite, highly structured systems of linear differential equations with constant coefficients. Asymptotic results, useful in truncating the computations, are also obtained. The queue discipline is first-come, first-served.

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