Characterizing the departure process from a two server markovian queue: a non-renewal approach

Guy L. Curry, Natarajan Gautam

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations

Abstract

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.

Original languageEnglish (US)
Title of host publicationProceedings of the 2008 Winter Simulation Conference, WSC 2008
Pages2075-2082
Number of pages8
DOIs
StatePublished - 2008
Externally publishedYes
Event2008 Winter Simulation Conference, WSC 2008 - Miami, FL, United States
Duration: Dec 7 2008Dec 10 2008

Publication series

NameProceedings - Winter Simulation Conference
ISSN (Print)0891-7736

Conference

Conference2008 Winter Simulation Conference, WSC 2008
Country/TerritoryUnited States
CityMiami, FL
Period12/7/0812/10/08

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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