Paper detail

Level product form QSF processes and an analysis of queues with Coxian inter-arrival distribution

In this paper 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 ${\it Cox(k)}/M^Y/1$-queue, that can be modelled 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 $k$ for fixed mean arrival rate.