Queuing system evolution in a diffusion approximation scheme

An asymptotic diffusion approximation scheme is investigated as applied to the requirement evolution in semi-Markov queuing systems. In proving the diffusion approximation theorem, the compensating operator of the corresponding extended Markov process is used. This problem is solved with the help of...

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Bibliographic Details
Published in:Cybernetics and systems analysis 2009-05, Vol.45 (3), p.455-463
Main Authors: Mamonova, A.V., Griza, Lu.F.
Format: Article
Language:English
Subjects:
Approximation
Artificial Intelligence
Control
Markov analysis
Mathematics
Mathematics and Statistics
Processor Architectures
Queuing
Software Engineering/Programming and Operating Systems
Studies
Systems analysis
Systems Theory
Tax services
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Summary:An asymptotic diffusion approximation scheme is investigated as applied to the requirement evolution in semi-Markov queuing systems. In proving the diffusion approximation theorem, the compensating operator of the corresponding extended Markov process is used. This problem is solved with the help of a phase merging procedure.
ISSN:1060-0396
1573-8337
DOI:10.1007/s10559-009-9108-2