New PDF release: An Introduction to Queueing Theory: and Matrix-Analytic

By L. Breuer, Dieter Baum

ISBN-10: 1402036302

ISBN-13: 9781402036309

The textbook comprises the files of a two-semester path on queueing thought, together with an creation to matrix-analytic equipment. The direction is directed to final yr undergraduate and primary 12 months graduate scholars of utilized chance and laptop technological know-how, who've already accomplished an creation to likelihood concept. Its goal is to provide fabric that's shut adequate to concrete queueing versions and their purposes, whereas offering a legitimate mathematical beginning for his or her research. A trendy a part of the publication may be dedicated to matrix-analytic tools. it is a selection of ways which expand the applicability of Markov renewal easy methods to queueing thought via introducing a finite variety of auxiliary states. For the embedded Markov chains this ends up in transition matrices in block shape reminiscent of the constitution of classical types. Matrix-analytic equipment became relatively renowned in queueing conception over the last 20 years. The purpose to incorporate those in a scholars' advent to queueing conception has been the most motivation for the authors to write down the current booklet. Its goal is a presentation of an important matrix-analytic recommendations like phase-type distributions, Markovian arrival procedures, the GI/PH/1 and BMAP/G/1 queues in addition to QBDs and discrete time techniques.

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Extra resources for An Introduction to Queueing Theory: and Matrix-Analytic Methods

Example text

Thus a Markov process Y with transition probability matrices (P (t) : t ≥ 0) admits a variety of versions depending on the initial distribution π. Any such version shall be denoted by Y π . 2. Stationary Distribution From now on we shall convene on the technical assumption ˇ := inf{λi : i ∈ E} > 0 λ which holds for all queueing systems that we will examine. Then a Markov process is called irreducible, transient, recurrent or positive recurrent if the defining Markov chain is. e. if P(Y Ytπ1 = j1 , .

E. depending on fjj there are almost certainly infinitely many visits to a state j ∈ E. This result gives rise to the following definitions: A state j ∈ E is called recurrent if fjj = 1 and transient otherwise. Let us further define the potential matrix R = (rij )i,j∈E of the Markov chain by its entries rij := E(N Nj |X0 = i) for all i, j ∈ E. Thus an entry rij gives the expected number of visits to the state j ∈ E under the condition that the chain starts in state i ∈ E. 7) n=0 for all i, j ∈ E.

If π is a stationary distribution for X , then πP = π holds. Proof: Let P(X0 = i) = πi for all i ∈ E. Then P(X Xn = i) = P(X0 = i) for all n ∈ N and i ∈ E follows by induction on n. The case n = 1 holds by assumption, and the induction step follows by induction hypothesis and the Markov property. The last statement is obvious. 5) as well as any linear combination of them are stationary distributions for X . This shows that a stationary distribution does not need to be unique. 1) The transition matrix of a Bernoulli process has the structure ⎛ ⎞ 1−p p 0 0 ...

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An Introduction to Queueing Theory: and Matrix-Analytic Methods by L. Breuer, Dieter Baum

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