SUMMARY
The statistical multiplexer problem was analyzed extensively in the discrete‐time case within the context of ATM access networks or Internet. Despite the vast literature on ATM multiplexer, this problem has not been satisfactorily analyzed in the continuous‐time case. In this paper, a statistical multiplexer consisting of a single server queue is modeled and analyzed. N identical interrupted Poisson process arrivals flow into the multiplexer are considered, the service time is assumed to be exponentially distributed, and the queue size is infinite. We developed an efficient way to approximate the superposition of n interrupted Poisson process (or n MMPP 2) arrival process by an MMPP 2 through moments and index of dispersion count (IDC) matching. We then find the closed‐form Laplace transform of the departure process of an MMPP 2/M/1 queue. Our results prove that the departure process of an MMPP 2/M/1 queue is not an MMPP 2, which closes the long open problem that whether the departure process of an MMPP/M/1 can be a MMPP. Using Laplace transform matching, we approximated the departure process of an MMPP 2/M/1 by an MMPP 2. These results permit us to analyze a number of statistical multiplexer linked in series as they arise in an access network. Numerical experiments show that approximate analytical results match the simulation results very well. Copyright © 2013 John Wiley & Sons, Ltd.