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Estimating probability distributions of dynamic queues

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  • Nicholas B. Taylor
  • Benjamin G. Heydecker

Abstract

Queues are often associated with uncertainty or unreliability, which can arise from chance or climatic events, phase changes in system behaviour, or inherent randomness. Knowing the probability distribution of the number of customers in a queue is important for estimating the risk of stress or disruption to routine services and upstream blocking, potentially leading to exceeding critical limits, gridlock or incidents. The present paper focuses on time-varying queues produced by transient oversaturation during demand peaks where there is randomness in arrivals and service. The objective is to present practical methods for estimating a probability distribution from knowledge of the mean, variance and utilisation (degree of saturation) of a queue available from computationally efficient, if approximate, time-dependent calculation. This is made possible by a novel expression for time-dependent queue variance. The queue processes considered are those commonly used to represent isolated priority (M/M/1) and signal-like (M/D/1) systems, plus some statistical variations within the common Pollaczek-Khinchin framework. Results are verified by comparison with Markov simulation based on recurrence relations.

Suggested Citation

  • Nicholas B. Taylor & Benjamin G. Heydecker, 2015. "Estimating probability distributions of dynamic queues," Transportation Planning and Technology, Taylor & Francis Journals, vol. 38(1), pages 3-27, February.
    • Handle: RePEc:taf:transp:v:38:y:2015:i:1:p:3-27
    DOI: 10.1080/03081060.2014.976987
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    1. repec:cdl:itsrrp:qt9pz309w7 is not listed on IDEAS
    2. Fosgerau, Mogens, 2010. "On the relation between the mean and variance of delay in dynamic queues with random capacity and demand," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 598-603, April.
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