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Level product form QSF processes and an analysis of queues with Coxian interarrival distribution
Authors:Dwi Ertiningsih  Michael N. Katehakis  Laurens C. Smit  Flora M. Spieksma
Abstract:In this article, we study a class of Quasi‐Skipfree (QSF) processes where the transition rate submatrices in the skipfree direction have a column times row structure. Under homogeneity and irreducibility assumptions we show that the stationary distributions of these processes have a product form as a function of the level. For an application, we will discuss the urn:x-wiley:0894069X:media:nav21680:nav21680-math-0001 ‐queue that can be modeled as a QSF process on a two‐dimensional state space. In addition, we study the properties of the stationary distribution and derive monotonicity of the mean number of the customers in the queue, their mean sojourn time and the variance as a function of urn:x-wiley:0894069X:media:nav21680:nav21680-math-0002 for fixed mean arrival rate. © 2016 Wiley Periodicals, Inc. Naval Research Logisticsxs 66:57–72, 2019
Keywords:QSF process  successively lumpable  Coxian interarrival times
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