Stationary distribution in the system |M|M|1|∞ with the staying intensity of the input flow
The stationary distribution of the queuing system is calculated, in which the intensity of the Poisson input stream is a Markov process that stops in some states. The dependence of the stationary distribution in the system on the initial state of the input stream is investigated. It is shown that such a model of a random environment is identical to the player’s ruin model, and its study reduces to solving a discrete analogue of the Dirichlet problem and using well-known formulas for stationary distributions of the number of requests in a service system with a constant input flow rate.
Keywords
the game to ruin the player, Dirichlet problem, Poisson input flow with stopping intensity, queuing system, задача Дирихле, игра на разорение игрока, пуассоновский входной поток с останавливающейся интенсивностью, система массового обслуживанияAuthors
Name | Organization | |
Tsitsiashvili Gurami Sh. | Far Eastern Federal University; Institute for Applied Mathematics, Far Eastern Branch of RAS | guram@iam.dvo.ru |
References

Stationary distribution in the system |M|M|1|∞ with the staying intensity of the input flow | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2020. № 50. DOI: 10.17223/19988605/50/7