ABSTRACT
The literature on queueing systems with state-dependent parameters includes a variety of features, such as finite populations, server vacations, variable service rates, queue length dependence, retrials, and control of the admission upon arrival. The complexity of the stochastic models obtained by combining these non-homogeneous features and the method of stages causes practical difficulties. From the point of view of the numerical implementation, the large dimensionality of the underlying matrix representations is a serious problem that requires attention. Specifically, this is a key aspect if an arbitrary, even infinite number of Markovian arrival processes and phase-type distributions are involved. These considerations on the inherent difficulties associated with the stochastic modeling of block-structured state-dependent (BSDE) Markov chains provide the motivation for our study. In this paper, we briefly present the BSDE approach to construct either a specific part or the whole stochastic system in continuous time, modeling a state-dependent phenomenon operating in the presence of phases. A variant of the approach also holds in discrete time. We focus on the correlation structure and present two measures of correlation between events.
- J. R. Artalejo and A. Gómez-Corral, Retrial Queueing Systems: A Computational Approach. Berlin: Springer-Verlag, 2008.Google Scholar
- J. R. Artalejo and A. Gómez-Corral, "A State-dependent Markov-modulated Mechanism for Generating Events and Stochastic Models," Mathematical Methods in the Applied Sciences, to appear, 2010. (DOI: 10.1002/mma.l252, available online.)Google Scholar
- J. R. Artalejo and Q.-L. Li, "Performance Analysis of a Block-structured Discrete-time Retrial Queue with State-dependent Arrivals," Discrete Event Dynamic Systems, vol. 20, pp. 325--347, 2010. Google ScholarDigital Library
- D. P. Gaver, P. A. Jacobs and G. Latouche, "Finite birth-and-death models in randomly changing environments," Advances in Applied Probability, vol. 16, pp. 715--731, 1984.Google ScholarCross Ref
- Q.-M. He and M. F. Neuts, "Markov chains with marked transitions," Stochastic Processes and Their Applications, vol. 74, pp. 37--52, 1998.Google ScholarCross Ref
- Q.-L. Li, Constructive Computation in Stochastic Models with Applications: The RG-factorizations. Beijing, Berlin Heidelberg: Tsinghua University Press, Springer-Verlag, 2010. Google ScholarDigital Library
- D. M. Lucantoni, "New results on the single server queue with a batch Markovian arrival process," Stochastic Models, vol. 7, pp. 1--46, 1991.Google ScholarCross Ref
- C. B. Moler and C. F. Van Loan, "Nineteen dubious ways to compute the exponential of a matrix, twenty-five years later," SIAM Review, vol. 45, pp. 3--49, 2003.Google ScholarDigital Library
- M. F. Neuts, Matrix-geometric Solutions in Stochastic Models: An Algorithmic Approach. Baltimore: The Johns Hopkins University Press, 1981.Google Scholar
- M. F. Neuts, Structured Stochastic Matrices of M/G/1 Type and Their Applications. New York: Marcel Dekker, Inc, 1989.Google Scholar
- M. F. Neuts, Algorithmic Probability: A Collection of Problems. London: Chapman & Hall, 1995.Google Scholar
Index Terms
- Markov chains with block-structured state-dependent events: formulation and correlation analysis
Recommendations
Performance Analysis of a Block-Structured Discrete-Time Retrial Queue with State-Dependent Arrivals
In this paper, we introduce a new discrete block state-dependent arrival (D-BSDA) distribution which provides fresh insights leading to a successful generalization of the discrete-time Markovian arrival process (D-MAP). The D-BSDA distribution is ...
On the analytic assessment of the impact of traffic correlation on queues in continuous time domain
Given only the traffic correlations of counts and intervals, a Batch Renewal Arrival Process (BRAP) is completely determined, as the least biased choice and thus, it provides the analytic means to construct suitable traffic models for the study of ...
Analyzing state-dependent arrival in GI/BMSP/1/∞ queues
We consider an infinite-buffer single-server queue with renewal input. The service to the queueing system is provided in batches of random size, according to a batch Markovian service process (BMSP). The queue length distribution of the number of ...
Comments