An approximation for performance evaluation of stationary single server queues

Abstract

A method for approximating the probability distributions of stationary statistics in first-in, first-out (FIFO) single server queues is provided. The method is based on the Wiener-Hopf factorization technique and is applied to semi-Markov queues with the underlying state space of unlimited size. A particularly important case is a model for a statistical multiplexer where the net input process forms a stationary ergodic Gaussian discrete-time stochastic process.<>