TY - GEN

T1 - Characterizing the departure process from a two server markovian queue

T2 - 2008 Winter Simulation Conference, WSC 2008

AU - Curry, Guy L.

AU - Gautam, Natarajan

PY - 2008

Y1 - 2008

N2 - For large queueing network analysis the general computational approach is to utilize decomposition to facilitate computational tractability. To accomplish this individual analysis the input and output streams must be characterized. This usually is done via two-parameter characterizations: the process mean and a variance measure (most commonly the squared coefficient of variation SCV). In most approaches independent and identically distributed (i.i.d.) approximations are used. For multiple input streams and/or multiple (identical) servers, the assumptions of i.i.d. times between arrivals and, similarly, i.i.d. times between departures are particularly theoretically and computationally inaccurate. In this paper we develop a generator for the background multidimensional continuous time Markov chain associated with the inter-departure times for the associated multi-stream and multi-server Markovian queues (where inter-arrival times and service times are Coxian). This generator allows for the computation of the moments of the departure process and the lag-k correlations between successive k-separated departures.

AB - For large queueing network analysis the general computational approach is to utilize decomposition to facilitate computational tractability. To accomplish this individual analysis the input and output streams must be characterized. This usually is done via two-parameter characterizations: the process mean and a variance measure (most commonly the squared coefficient of variation SCV). In most approaches independent and identically distributed (i.i.d.) approximations are used. For multiple input streams and/or multiple (identical) servers, the assumptions of i.i.d. times between arrivals and, similarly, i.i.d. times between departures are particularly theoretically and computationally inaccurate. In this paper we develop a generator for the background multidimensional continuous time Markov chain associated with the inter-departure times for the associated multi-stream and multi-server Markovian queues (where inter-arrival times and service times are Coxian). This generator allows for the computation of the moments of the departure process and the lag-k correlations between successive k-separated departures.

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U2 - 10.1109/WSC.2008.4736304

DO - 10.1109/WSC.2008.4736304

M3 - Conference contribution

AN - SCOPUS:60749130232

SN - 9781424427086

T3 - Proceedings - Winter Simulation Conference

SP - 2075

EP - 2082

BT - Proceedings of the 2008 Winter Simulation Conference, WSC 2008

Y2 - 7 December 2008 through 10 December 2008

ER -