Journal of Applied Probability

Transient analysis of state-dependent queueing networks via cumulant functions

Timothy I. Matis and Richard M. Feldman
Source: J. Appl. Probab. Volume 38, Number 4 (2001), 841-859.

Abstract

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.

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Related Works:

Primary Subjects: 90B22, 60K25, 90B15, 65C99, 90B99
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1011994176
Digital Object Identifier: doi:10.1239/jap/1011994176
Mathematical Reviews number (MathSciNet): MR1876543
Zentralblatt MATH identifier: 1007.90015


2012 © Applied Probability Trust

Journal of Applied Probability

Journal of Applied Probability