Question

Consider the $\mathrm{M} / \mathrm{H}_2 / 1$ queueing system. Invert the LaplaceStieltjes transform of the queueing time, $q$, by the method of partial fractions to obtain the density function $$ f_q(t)=(1-\rho) \delta(t)+C_3 e^{-a t}+C_4 e^{-b t}, \quad t \geq 0, $$ where $a=-z_1$ and $b=-z_2$ for the zeroes $z_1$ and $z_2$ of the polynomial $$ \theta^2+\left(\mu_1+\mu_2-\lambda\right) \theta+\mu_1 \mu_2(1-\rho) $$ The parameters $\mu_1$ and $\mu_2$ in (5.303) are the parameters for the distribution of $s$; that is, $$ W_s=\frac{q_1}{\mu_1}+\frac{q_2}{\mu_2} . $$ The constants $C_3$ and $C_4$ in (5.302) are given by $$ C_3=\frac{\lambda(1-\rho) z_1+\rho(1-\rho) \mu_1 \mu_2}{z_1-z_2}, $$ and $$ C_4=\frac{\lambda(1-\rho) z_2+\rho(1-\rho) \mu_1 \mu_2}{z_2-z_1}, $$ Now integrate (5.302) to show that $$ W_q[t]=P[q \leq t]=1-\frac{C_3}{a} e^{-a t}-\frac{C_4}{b} e^{-b t}, \quad t \geq 0 . $$ As part of deriving (5.307), you will need to show that $$ \frac{C_3}{a}+\frac{C_4}{b}=\rho \text {. } $$

   Consider the $\mathrm{M} / \mathrm{H}_2 / 1$ queueing system. Invert the LaplaceStieltjes transform of the queueing time, $q$, by the method of partial fractions to obtain the density function
$$
f_q(t)=(1-\rho) \delta(t)+C_3 e^{-a t}+C_4 e^{-b t}, \quad t \geq 0,
$$
where $a=-z_1$ and $b=-z_2$ for the zeroes $z_1$ and $z_2$ of the polynomial
$$
\theta^2+\left(\mu_1+\mu_2-\lambda\right) \theta+\mu_1 \mu_2(1-\rho)
$$
The parameters $\mu_1$ and $\mu_2$ in (5.303) are the parameters for the distribution of $s$; that is,
$$
W_s=\frac{q_1}{\mu_1}+\frac{q_2}{\mu_2} .
$$
The constants $C_3$ and $C_4$ in (5.302) are given by
$$
C_3=\frac{\lambda(1-\rho) z_1+\rho(1-\rho) \mu_1 \mu_2}{z_1-z_2},
$$
and
$$
C_4=\frac{\lambda(1-\rho) z_2+\rho(1-\rho) \mu_1 \mu_2}{z_2-z_1},
$$
Now integrate (5.302) to show that
$$
W_q[t]=P[q \leq t]=1-\frac{C_3}{a} e^{-a t}-\frac{C_4}{b} e^{-b t}, \quad t \geq 0 .
$$
As part of deriving (5.307), you will need to show that
$$
\frac{C_3}{a}+\frac{C_4}{b}=\rho \text {. }
$$
Show more…
Probability, Statistics, and Queuing Theory with Computer Science Applications, Second Edition (Computer Science and Scientific Computing)
Probability, Statistics, and Queuing Theory with Computer Science Applications, Second Edition (Computer Science and Scientific Computing)
Arnold O. Allen 2nd Edition
Chapter 5, Problem 45 ↓

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$$ $a = -z_1$ and $b = -z_2$ are defined based on the zeroes $z_1$ and $z_2$ of the polynomial: $$ \theta^2 + (\mu_1 + \mu_2 - \lambda) \theta + \mu_1 \mu_2 (1-\rho) = 0. $$  Show more…

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Consider the $\mathrm{M} / \mathrm{H}_2 / 1$ queueing system. Invert the LaplaceStieltjes transform of the queueing time, $q$, by the method of partial fractions to obtain the density function $$ f_q(t)=(1-\rho) \delta(t)+C_3 e^{-a t}+C_4 e^{-b t}, \quad t \geq 0, $$ where $a=-z_1$ and $b=-z_2$ for the zeroes $z_1$ and $z_2$ of the polynomial $$ \theta^2+\left(\mu_1+\mu_2-\lambda\right) \theta+\mu_1 \mu_2(1-\rho) $$ The parameters $\mu_1$ and $\mu_2$ in (5.303) are the parameters for the distribution of $s$; that is, $$ W_s=\frac{q_1}{\mu_1}+\frac{q_2}{\mu_2} . $$ The constants $C_3$ and $C_4$ in (5.302) are given by $$ C_3=\frac{\lambda(1-\rho) z_1+\rho(1-\rho) \mu_1 \mu_2}{z_1-z_2}, $$ and $$ C_4=\frac{\lambda(1-\rho) z_2+\rho(1-\rho) \mu_1 \mu_2}{z_2-z_1}, $$ Now integrate (5.302) to show that $$ W_q[t]=P[q \leq t]=1-\frac{C_3}{a} e^{-a t}-\frac{C_4}{b} e^{-b t}, \quad t \geq 0 . $$ As part of deriving (5.307), you will need to show that $$ \frac{C_3}{a}+\frac{C_4}{b}=\rho \text {. } $$
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