ON DEVIATION MATRICES FOR BIRTH–DEATH PROCESSES

ON DEVIATION MATRICES FOR BIRTH–DEATH PROCESSES

We study deviation matrices of birth–death processes. This is relevant to the control of multidimensional queueing systems. We give an algorithm for computing deviation matrices for birth–death processes. As an application, we compute them explicitly for the M/M/s/N and M/M/s/∞ queues.

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Veröffentlicht in:Probability in the engineering and informational sciences 2001-04, Vol.15 (2), p.239-258, Article S0269964801152071
Hauptverfasser: Koole, G. M., Spieksma, F. M.
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Computation
Control systems
Deviation
Mathematical analysis
Matrices
Matrix methods
Queues
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Beschreibung
Zusammenfassung:We study deviation matrices of birth–death processes. This is relevant to the control of multidimensional queueing systems. We give an algorithm for computing deviation matrices for birth–death processes. As an application, we compute them explicitly for the M/M/s/N and M/M/s/∞ queues.
ISSN:0269-9648
1469-8951
DOI:10.1017/S0269964801152071