Queues with advanced reservations: an infinite-server proxy for the bookings diary. (March 2016)

• Record Type: Journal Article
• Authors: Maillardet, R. J.; Taylor, P. G.
• Is Part Of: Advances in applied probability. Volume 48:Number 1(2016)
• Page Start: 13
• Page End: 31
• Publication Date: 2016-03
• Subjects: Advanced reservations, -- infinite-server queue, -- blocking probability; Primary 60K25, -- Secondary 68M20, -- 90B22; Probabilities -- Periodicals; Stochastic models -- Periodicals; Electronic journals; Periodicals; 519.2
• DOI: 10.1017/apr.2015.4
• Languages: English
• ISSNs: 0001-8678

Abstract

Abstract: Queues with advanced reservations are endemic in the real world. In such a queue, the 'arrival' process is an incoming stream of customer 'booking requests', rather than actual customers requiring immediate service. We consider a model with a Poisson booking request process with rate λ. Associated with each request is a pair of independent random variables ( R i, S i ) constituting a request for service over a period S i, starting at a time R i into the future. Our interest is in the probability that a customer will be rejected due to capacity constraints. We present a simulation of a finite-capacity queue in which we record the proportion of rejected customers, and then move to an analysis of a queue with infinitely-many servers. Obviously no customers are rejected in the latter case. However, the event that the arrival of the extra customer will cause the number of customers in the queue to exceed C at some point during its service can be used as a proxy for the event that the customer would have been rejected in a system with finite capacity C . We start by calculating the transient and stationary distributions for some performance measures for the infinite-server queue. By observing that the stationary measure for the bookings diary (that is, the list of customers currently on hand, together with their start times and service times) is the same as the law for the entire sample path of an infinite server queue with a specified nonhomogenous Poisson input process, which we call the bookings queue, we are able to write down expressions for the abovementioned probability that, at some time during a requested service, the number of customers exceeds C . This measure serves as a bound for the probability that an incoming arrival would be refused admission in a system with C servers and, for a well-dimensioned system, it is to be hoped that it is a good approximation. We test the quality of this approximation by comparing our analytical results for the infinite-server case against simulation results for the finite-server case.