The Mathematical Garden

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Mathematical methods
HMMs
Mathematical Induction
Pigeonhole principle
Random Walk
Gambler's Ruin
An Analysis of the Problem
A Greedy Gambler
A Greedy Gambler Simulation
An One-server Queueing System
An Analysis of the Problem
Performance of the Queueing system
Infinite Waiting Space Queue
Solving Linear Systems

Infinite Waiting Space Queue

We note that if a < b then p < q. We have

lim
N®¥
  r0-1 = 1 +   a
¾¾
q-p
  = 1 +   a
¾¾
b-a
  =   b
¾¾
b-a

When we let N goes to infinite, it means that there is no rejection of customer as the number of waiting space is infinite.

The condition a < b means that the probability of having a departure of customer is greater than the probability of having an arrival of customer in every time interval (i, i+1].

In this case, the long-run probability that the server is idle is given by

lim
N®¥
  r0 = 1 -   a
¾
b

Department of Mathematics, HKU, 2010