Search arXivSearch

arXiv · 1812.02406

Applications of the $M^X/\text{semi-Markov}/1$ queue to road traffic

Abstract

The single server queue with multiple customer types and semi-Markovian service times, sometimes referred to as the $M/SM/1$ queue, has been well-studied since its introduction by Neuts in 1966. In this paper, we apply an extension of this model, with batch arrivals and exceptional first service, to road traffic situations involving multiple streams of conflicting traffic. In particular, we use it in the context of gap acceptance models where low-priority traffic needs to cross (or, depending on the application, merge with) another traffic flow of higher priority. Traditionally, gap acceptance models are based on the $M/G/1$ queue with exceptional first service, in this application area commonly referred to as the $M/G2/1$ queue. In an earlier study, we showed how the $M^X/SM/1$ queue with exceptional first service can be applied in this context to extend the model with driver impatience and more realistic merging behaviour. In this paper, we show how this same queueing system can be used to model a Markov modulated Poisson arrival process of the high-priority traffic stream. Due to its flexibility, this arrival process is very relevant in this application, particularly because it allows the modelling of platoon forming of vehicles. The correlated inter-arrival times of these high priority vehicles cause the merging times of two subsequent low priority vehicles to become dependent as well (as they correspond with the service times in the underlying queueing model). We derive the waiting time and sojourn time distributions of an arbitrary customer, showing that these depend on the position of the customer inside the batch, as well as on the type of the first customer in the batch.

Explore related subjects

Keep this discovery

BibTeXRIS

Abhishek, Marko Boon, Rudesindo Núñez-Queija. 2018-12-06. Applications of the $M^X/\text{semi-Markov}/1$ queue to road traffic. https://arxiv.org/abs/1812.02406

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR