Computing transient probabilities in Markovian queues with balking conditional on a fixed number of joined customers

Abstract

We analyze the transient behavior of a Markovian queue with balking, conditional on exactly $K$ customers joining the system in a finite time interval $[0, T]$. A key quantity of interest is the cumulative number of balking customers, for which we consider the probability generating function (PGF) and derive an equation it satisfies. This approach circumvents the computational burden arising from dealing with high-dimensional Markovian system, which arises when attempting to directly compute the joint distribution of the cumulative number of balking customers together with the total number of joining customers and the number of customers in the system. To compute state transitions in $(t, T]$ efficiently, we examine the conditional state probability at time $T$ given the system state at time $T - u$, and show that it satisfies a linear differential equation in $u$. For piecewise-constant arrival rates, we develop a numerical procedure for evaluating the moment of the total number of balking customers, jointly with the cumulative number of joining customers and the number of customers in the system, under the condition that $K$ customers joined. We also present numerical examples that highlight counterintuitive behaviors arising from this conditioning, along with explanations of the underlying mechanisms.