Average delay in queues with non-stationary Poisson arrivals

Abstract

One of the major difficulties in attempting to apply known queueing theory results to real problems is that almost always these results assume a time-stationary Poisson arrival process, whereas in practice the actual process is almost invariably non-stationary. In this paper we consider single-server infinite-capacity queueing models in which the arrival process is a non-stationary process with an intensity function ∧( t ), t ≧ 0, which is itself a random process. We suppose that the average value of the intensity function exists and is equal to some constant, call it λ , with probability 1. We make a conjecture to the effect that ‘the closer {∧( t ), t ≧ 0} is to the stationary Poisson process with rate λ ' then the smaller is the average customer delay, and then we verify the conjecture in the special case where the arrival process is an interrupted Poisson process.