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1answer
24 views

Transition matrix to a compact set of rules

I would like to ask you about methods of converting a discrete time Markov chain, represented by a fully known transition matrix, into a relatively small set of transition rules. For example, let ...
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0answers
41 views

Probability of collisions in queues of Poisson process

I have a process whereby objects of width W land on a gene at rate F (per second, poisson process, lets assume), and then start to move along at constant speed V. I'm trying to work out the rate at ...
4
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1answer
158 views

Distribution of arrival times to server for an M/M/1 queue (what the server experiences)

In an M/M/1 queue, we know that inter-arrival times are exponentially distributed, and that service times are the same. What is the distribution of to-server inter-arrival times (aka service start ...
3
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1answer
145 views

Assumption for an M/M/1 queue

When a queueing system is modeled as an M/M/1 queue, it is assumed that the arrival time of jobs has Poisson distribution and the service rate has exponential distribution. I am wondering what ...
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0answers
54 views

MLE Estimator for a state transition problem

Suppose that people arrive at a location $l_1$ and move to a nearby location $l_2$ at various points in time. We are interested in modelling the transition from $l_1$ to $l_2$. We suspect that the ...
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0answers
120 views

Estimating customer waiting time and server idle time on a finite horizon, stochastic, single-server queue

I am working on a problem of scheduling appointments for a stochastic, single-server queue. There are $n$ customers who each have independent, randomly distributed service durations $Z_i$. The ...
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0answers
39 views

How to predict how long a worker will take to perform a task when performance on the task is only known for other workers?

I am trying to model a queue system (via simulation) to see if I can make different work assignments to improve the overall performance (based on a number of metrics). I have historical records of ...
9
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2answers
101 views

Distribution to reflect situation where some waiting leads us to expect more waiting

In reading Blake Master's notes on Peter Thiel's lecture on start ups, I came across this metaphor of the technology frontier: Picture the world as being covered by ponds, lakes, and oceans. ...
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0answers
160 views

How to find and describe regularities in a distribution of interarrival times of a recurring event?

I want to see if there are regularities in interarrival times of a recurring event in discrete time. I know that I can fit distributions to the interarrival time distribution, but are there other ...
11
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1answer
436 views

A hair dresser's conundrum

My hairdresser Stacey always puts on a happy face, but is often stressed about managing her time. Today Stacey was overdue for my appointment and very apologetic. While getting my haircut I wondered: ...
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0answers
62 views

What is the average expectation value of two specific objects in a queue?

I need some hand to solve this problem. Suppose a queue can be filled by three type objects (M, F and A). Depending on the number of each objects the line length can be different. We are looking ...
2
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1answer
62 views

Modelling worst, average and best case capacity of a system

A system has an incoming request rate of N requests per second. The system hosts a pool of x workers where x >= N. Each worker can complete a single request in approximately t seconds. The maximum ...
3
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1answer
58 views

How can I even out a random distribution while minimising how far each data point is moved?

I have a software application which uses a queue and multiple processors to process those jobs. Jobs get re-run on a daily basis for customers, but we also have new customers signing up regularly. ...
7
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2answers
194 views

General approaches to model car traffic in a parking garage

a friend of mine has asked me to help him with predictive modelling of car traffic in a medium sized parking garage. The garage has its busy and easy days, its peak hours, dead hours opening hours (it ...
2
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0answers
300 views

Queueing Theory: How to estimate steady-state queue length for single queue, N servers?

I have a real-life situation that can be solved using Queueing Theory. This should be easy for someone in the field. Any pointers would be appreciated. Scenario: There is a single Queue and N ...
2
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1answer
170 views

How to predict and optimize a queue?

I am trying to determine if I can model my system as a M/M/1 queue and if so do the numbers I get from it help me at all. I can model my system like this: System Description A. I want to spec out ...