Transient analysis of state-dependent queueing networks via cumulant functions

A new procedure that generates the transient solution of the first moment of the state of a Markovian queueing network with state-dependent arrivals, services, and routeing is developed. The procedure involves defining a partial differential equation that relates an approximate multivariate cumulant...

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Bibliographic Details
Published in:Journal of applied probability 2001-12, Vol.38 (4), p.841-859
Main Authors: Matis, Timothy I., Feldman, Richard M.
Format: Article
Language:English
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Summary:A new procedure that generates the transient solution of the first moment of the state of a Markovian queueing network with state-dependent arrivals, services, and routeing is developed. The procedure involves defining a partial differential equation that relates an approximate multivariate cumulant generating function to the intensity functions of the network. The partial differential equation then yields a set of ordinary differential equations which are numerically solved to obtain the first moment.
ISSN:0021-9002
1475-6072
DOI:10.1017/S0021900200019070