Joint Distribution of Overtaking and Being Overtaken in the M/M/c Queue

초록

Multi-server M/M/c queueing systems exhibit the overtaking phenomenon, in which the randomness of service times causes the departure order to differ from the arrival order. The distribution of the number of overtakings is well known, and it is also well established that the mean number of customers being overtaken equals the mean number of overtakings. However, for the number of customers being overtaken, except for the case c = 2, neither its distribution nor even its variance has been reported in the literature. In this work, we derive the joint probability generating function for the number of times a customer overtakes others and is overtaken in an M/M/c queue with arbitrary c >= 2. This joint probability generating function enables the derivation of formulas for higher-order joint moments of these two quantities and also allows numerical computation of their joint distribution via numerical inversion. In particular, we present recursive formulas for computing their variances and covariance and provide numerical examples illustrating both the joint moments and the joint distribution.

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