Lindley Equation - Waiting Times

Waiting Times

In Dennis Lindley's first paper on the subject the equation is used to describe waiting times experienced by customers in a queue with the First-In First-Out (FIFO) discipline.

Wn + 1 = max(0,Wn + Un)

where

  • Tn is the time between the nth and (n+1)th arrivals,
  • Sn is the service time of the nth customer, and
  • Un = SnTn
  • Wn is the waiting time of the nth customer.

The first customer does not need to wait so W1 = 0. Subsequent customers will have to wait if they arrive at a time before the previous customer has been served.

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