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Lindley equation : ウィキペディア英語版
Lindley equation
In probability theory, the Lindley equation, Lindley recursion or Lindley processes is a discrete-time stochastic process ''A''''n'' where ''n'' takes integer values and
::''A''''n'' + 1 = max(0, ''A''''n'' + ''B''''n'').
Processes of this form can be used to describe the waiting time of customers in a queue or evolution of a queue length over time. The idea was first proposed in the discussion following Kendall's 1951 paper.
==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.
::''W''''n'' + 1 = max(0,''W''''n'' + ''U''''n'')
where
* ''T''''n'' is the time between the ''n''th and (''n''+1)th arrivals,
* ''S''''n'' is the service time of the ''n''th customer, and
* ''U''''n'' = ''S''''n'' − ''T''''n''
* ''W''''n'' is the waiting time of the ''n''th customer.
The first customer does not need to wait so ''W''1 = 0. Subsequent customers will have to wait if they arrive at a time before the previous customer has been served.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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