The $M/M/1$ queue is Bernoulli
Colloquium Mathematicum, Tome 110 (2008) no. 1, pp. 205-210
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
The classical output theorem for the $M/M/1$ queue, due to Burke (1956), states that the departure process from a stationary $M/M/1$ queue, in equilibrium, has the same law as the arrivals process, that is, it is a Poisson process. We show that the associated measure-preserving transformation is metrically isomorphic to a two-sided Bernoulli shift. We also discuss some extensions of Burke's theorem where it remains an open problem to determine if, or under what conditions, the analogue of this result holds.
Mots-clés :
classical output theorem queue due burke states departure process stationary queue equilibrium has law arrivals process poisson process associated measure preserving transformation metrically isomorphic two sided bernoulli shift discuss extensions burkes theorem where remains problem determine under what conditions analogue result holds
Affiliations des auteurs :
Michael Keane 1 ; Neil O'Connell 2
@article{10_4064_cm110_1_9,
author = {Michael Keane and Neil O'Connell},
title = {The $M/M/1$ queue is {Bernoulli}},
journal = {Colloquium Mathematicum},
pages = {205--210},
publisher = {mathdoc},
volume = {110},
number = {1},
year = {2008},
doi = {10.4064/cm110-1-9},
language = {fr},
url = {http://geodesic.mathdoc.fr/articles/10.4064/cm110-1-9/}
}
Michael Keane; Neil O'Connell. The $M/M/1$ queue is Bernoulli. Colloquium Mathematicum, Tome 110 (2008) no. 1, pp. 205-210. doi: 10.4064/cm110-1-9
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