Probability in the Engineering and Informational Sciences

نویسندگان

  • Beixiang He
  • Yunan Liu
  • BEIXIANG HE
  • YUNAN LIU
  • WARD WHITT
چکیده

Motivated by non-Poisson stochastic variability found in service system arrival data, we extend established service system staffing algorithms using the square-root staffing formula to allow for non-Poisson arrival processes. We develop a general model of the non-Poisson non-stationary arrival process that includes as a special case the non-stationary Cox process (a modification of a Poisson process in which the rate itself is a non-stationary stochastic process), which has been advocated in the literature. We characterize the impact of the non-Poisson stochastic variability upon the staffing through the heavy-traffic limit of the peakedness (ratio of the variance to the mean in an associated stationary infinite-server queueing model), which depends on the arrival process through its central limit theorem behavior. We provide simple formulas to quantify the performance impact of the non-Poisson arrivals upon the staffing decisions, in order to achieve the desired service level. We conduct simulation experiments with non-stationary Markov-modulated Pois-son arrival processes with sinusoidal arrival rate functions to demonstrate that the staffing algorithm is effective in stabilizing the time-varying probability of delay at designated targets.

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تاریخ انتشار 2016