• Title/Summary/Keyword: Laplace-Stieltjes transform

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WAITING TIME DISTRIBUTION IN THE M/M/M RETRIAL QUEUE

  • Kim, Jeongsim;Kim, Jerim
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.5
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    • pp.1659-1671
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    • 2013
  • In this paper, we are concerned with the analysis of the waiting time distribution in the M/M/m retrial queue. We give expressions for the Laplace-Stieltjes transform (LST) of the waiting time distribution and then provide a numerical algorithm for calculating the LST of the waiting time distribution. Numerical inversion of the LSTs is used to calculate the waiting time distribution. Numerical results are presented to illustrate our results.

A Model for a Continuous State System with (s,S) Repair Policy

  • Park, Won-J.;Kim, Eui-Yong;Kim, Hong-Gie
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.111-122
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    • 1996
  • A model for a system whose state changes continuously with time is introduced. It is assumed that the system is modeled by a Brownian motion with negative drift and an absorbing barrier at the origin. A repairman arrives according to a Poisson process and repairs the system according to an (s,S) policy, i.e., he increases the state of the system up to S if and only if the state is below s. A partial differential equation is derived for the distribution function of X(t), the state of the system at time t, and the Laplace-Stieltjes transform of the distribution function is obtained by solving the partial differential equation. For the stationary case the explicit expression is deduced for the distribution function of the stationary state of the system.

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M/G/1 Queueing System wish Vacation and Limited-1 Service Policy

  • Lee, B-L.;W. Ryu;Kim, D-U.;Park, B.U.;J-W. Chung
    • Journal of the Korean Statistical Society
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    • v.30 no.4
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    • pp.661-666
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    • 2001
  • In this paper we consider an M/G/1 queue where the server of the system has a vacation time and the service policy is limited-1. In this system, upon termination of a vacation the server returns to the queue and serves at most one message in the queue before taking another vacation. We consider two models. In the first, if the sever finds the queue empty at the end of a cacation, then the sever immediately takes another vacation. In the second model, if no message have arrived during a vacation, the sever waits for the first arrival to serve. The analysis of this system is particularly useful for a priority class polling system. We derive Laplace-Stieltjes transforms of the waiting time for both models, and compare their mean waiting times.

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LOSS PROBABILITY IN THE PH/M/1/K QUEUE

  • Kim, Jeong-Sim
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.529-534
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    • 2007
  • We obtain an explicit expression of the loss probability for the PR/M/1/K queue when the offered load is strictly less than one.

SOME INTEGRAL TRANSFORMS INVOLVING EXTENDED GENERALIZED GAUSS HYPERGEOMETRIC FUNCTIONS

  • Choi, Junesang;Kachhia, Krunal B.;Prajapati, Jyotindra C.;Purohit, Sunil Dutt
    • Communications of the Korean Mathematical Society
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    • v.31 no.4
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    • pp.779-790
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    • 2016
  • Using the extended generalized integral transform given by Luo et al. [6], we introduce some new generalized integral transforms to investigate such their (potentially) useful properties as inversion formulas and Parseval-Goldstein type relations. Classical integral transforms including (for example) Laplace, Stieltjes, and Widder-Potential transforms are seen to follow as special cases of the newly-introduced integral transforms.

A new class of life distributions based on unknown age

  • El-Di, M.M. Mohie;Abu-Youss, S.E.;Al, Nahed S.A.
    • International Journal of Reliability and Applications
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    • v.16 no.1
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    • pp.27-34
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    • 2015
  • Based on increasing concave ordering a new class of life distribution is introduced. The new class of life distribution is named used better than aged in increasing concave ordering and is denoted by UBAC(2). The implication of our proposed class of life distribution with other classes is given. The properties of UBAC(2) under convolution, discrete mixture and formation of a coherent system are studied. Finally a characterization of the proposed class of life distributions by Laplace transform is discussed.

A Note on the Characteristic Function of Multivariate t Distribution

  • Song, Dae-Kun;Park, Hyoung-Jin;Kim, Hyoung-Moon
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.81-91
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    • 2014
  • This study derives the characteristic functions of (multivariate/generalized) t distributions without contour integration. We extended Hursts method (1995) to (multivariate/generalized) t distributions based on the principle of randomization and mixtures. The derivation methods are relatively straightforward and are appropriate for graduate level statistics theory courses.

BUSY PERIOD DISTRIBUTION OF A BATCH ARRIVAL RETRIAL QUEUE

  • Kim, Jeongsim
    • Communications of the Korean Mathematical Society
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    • v.32 no.2
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    • pp.425-433
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    • 2017
  • This paper is concerned with the analysis of the busy period distribution in a batch arrival $M^X/G/1$ retrial queue. The expression for the Laplace-Stieltjes transform of the length of the busy period is well known, but from this expression we cannot compute the moments of the length of the busy period by direct differentiation. This paper provides a direct method of calculation for the first and second moments of the length of the busy period.

A start-up class model in multiple-class queues with N-policy and general set-up time (N-정책과 준비기간을 갖는 시동계층모형의 분석)

  • Yoon, Seung-Hyun;Lee, Ho-Woo;Seo, Won-Ju
    • Journal of Korean Institute of Industrial Engineers
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    • v.25 no.1
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    • pp.141-149
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    • 1999
  • In this paper, we consider multiple-class queueing systems in which the server starts a set-up as soon as the number of customers in the "start-up class" reaches threshold N. After the set-up the server starts his service. We obtain the Laplace-Stieltjes transform and the mean of the waiting times of each class of customers for FCFS and non-preemptive priority disciplines.

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A Heuristic Derivation of the Waiting Time Distribution of a GI/G/1 Queue (GI/G/1 대기행렬 대기시간 분포의 새로운 유도방법)

  • Lim, Dae Eun;Kim, Bokeun;Kim, Nam K.;Chae, Kyung C.
    • Journal of the Korean Operations Research and Management Science Society
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    • v.40 no.1
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    • pp.1-4
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    • 2015
  • This paper presents a heuristic approach to derive the Laplace-Stieltjes transform (LST) and the probability generating function (PGF) of the waiting time distributions of a continuous- and a discrete-time GI/G/1 queue, respectively. This is a new idea to derive the well-known results, the waiting time distribution of GI/G/1 queue, in a different way.