Numerical Methods in Markov Chains and Bulk Queues PDF Download

Author: T. P. Bagchi
Publisher: Springer Science & Business Media
ISBN: 3642807127
Category : Mathematics
Languages : en
Pages : 100

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Author: Marcel F. Neuts
Publisher: CRC Press
ISBN: 1000147576
Category : Mathematics
Languages : en
Pages : 536

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This book deals with Markov chains and Markov renewal processes (M/G/1 type). It discusses numerical difficulties which are apparently inherent in the classical analysis of a variety of stochastic models by methods of complex analysis.

Author: Joseph P LaSalle
Publisher: American Mathematical Soc.
ISBN: 0821813269
Category : Mathematics
Languages : en
Pages : 215

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Publisher:
ISBN:
Category : American literature
Languages : en
Pages : 650

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Author: A. B. Clarke
Publisher: Springer Science & Business Media
ISBN: 3642808387
Category : Mathematics
Languages : en
Pages : 371

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On May 10-12, 1973 a Conference on Mathematical Methods in Graph Theory was held at Western Michigan University in Kalamazoo. The theme of this Conference was recent advances in the application of analytic and algebraic methods to the analysis of queues and queueing networks. In addition some discussion was given to statistical analy ses in queues, control problems and graphical methods. A total of 83 individuals from both industry and academic estab lishments participated in the Conference. A list of these partici pants can be found on page 373. A total of 18 papers were presented, with sUbstantial time being devoted to their informal discussion. This volume constitutes the proceedings of the Conference, and includes all papers presented. TABLE OF CONTENTS MARCEL F. NEUTS The Markov Renewal Branching Process • 1 RALPH L. DISNEY and W. PETER CHERRY Some Topics in Queueing Network Theory 23 JULIAN KEILSON Convexity and Complete Monotonicity in Queueing Distributions and Associated Limit Behavior . • • • • • . . • • • •• • • 45 G. F. NEWELL Graphical Representation of Queue Evolution for Multiple-Server Systems • . • • • • • • • • • • 63 N. U. PRABHU Wiener-Hopf Techniques in Queueing Theory 81 / IAJOS TAKACS Occupation Time Problems in the Theory of Queues 91 TAPAN P. BAGCHI and J. G. C. TEMPLETON Some Finite waiting Space Bulk Queueing Systems 133 U.

Author: G.F. Newell
Publisher: Springer Science & Business Media
ISBN: 3642464106
Category : Business & Economics
Languages : en
Pages : 425

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The following monograph deals with the approximate stochastic behavior of a system consisting of a sequence of servers in series with finite storage between consecutive servers. The methods employ deterministic queueing and diffusion approximations which are valid under conditions in which the storages and the queue lengths are typically large compared with 1. One can disregard the fact that the customer counts must be integer valued and treat the queue as if it were a (stochastic) continuous fluid. In these approximations, it is not necessary to describe the detailed probability distribution of service times; it suffices simply to specify the rate of service and the variance rate (the variance of the number served per unit time). Specifically, customers are considered to originate from an infinite reservoir. They first pass through a server with service rate ~O' vari ance rate ~O' into a storage of finite capacity c . They then pass l through a server with service rate ~l' variance rate ~l' into a storage of capacity c ' etc., until finally, after passing through an nth server, 2 they go into an infinite reservoir (disappear). If any jth storage become , n , the service at the j-lth server is interrupted full j = 1, 2, and, of course, if a jth storage becomes empty the jth server is inter rupted; otherwise, services work at their maximum rate.

Author: Jacob W. Cohen
Publisher: Springer Science & Business Media
ISBN: 364295281X
Category : Business & Economics
Languages : en
Pages : 103

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I. The single server queue GIIG/1 1 1. 1 Definitions 1 1. 2 Regenerative processes 2 1. 3 The sequence n 1,2, . . . 4 = !::!n' 1. 4 The process t dO,co)} 11 {~t' The process t dO,co)} 1. 5 15 {~t' Applications to the GIIG/1 queue 1. 6 16 The average virtual waiting time during a busy 17 cycle ii. Little's formula 17 iii. The relation between the stationary distributions 18 of the virtual and actual waiting time iv. The relation between the distribution of the idle 20 period and the stationary distribution of the actual waiting time v. The limiting distribution of the residual service 24 time £. , -pw vi. The relation for ~ rn E{e -n} 25 n=O 1. 7 Some notes on chapter I 27 II. The M/G/K system 31 2. 1 On the stationary distribution of the actual and virtua131 waiting time for the M/G/K queueing system 2. 2 The M/G/K loss system 36 2. 3 Proof of Erlang's formula for the M/G/K loss system 43 i. Proof for the system MIMI'" 45 ii. Proof for the system M/G/co 47 VI iii. Proof fol' the MIG IK los s system III. The M/G/1 system 3. 1 Introduction 71 (K) 3. 2 Downcrossings of the ~t -process 74 3. 3 The distribution of the supremum of the virtual waiting 75 • (00) d' b 1 tlme ~t urlng a usy cyc e i. The exit probability 76 ii.

Author: Dee Denteneer
Publisher: Springer Science & Business Media
ISBN: 3540693173
Category : Computers
Languages : en
Pages : 253

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Reservation procedures constitute the core of many popular data transmission protocols. They consist of two steps: A request phase in which a station reserves the communication channel and a transmission phase in which the actual data transmission takes place. Such procedures are often applied in communication networks that are characterised by a shared communication channel with large round-trip times. In this book, we propose queuing models for situations that require a reservation procedure and validate their applicability in the context of cable networks. We offer various mathematical models to better understand the performance of these reservation procedures. The book covers four key performance models, and modifications to these: Contention trees, the repairman model, the bulk service queue, and tandem queues. The relevance of this book is not limited to reservation procedures and cable networks, and performance analysts from a variety of areas may benefit, as all models have found application in other fields as well.

Author: M.A. Florian
Publisher: Springer Science & Business Media
ISBN: 364248123X
Category : Business & Economics
Languages : en
Pages : 457

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The interest in the mathematical modeling of transportation systems stems from the need to predict how people might make use of new or improved transport infrastruc ture in order to evaluate the benefit of the required investments. To this end it is necessary to build models of the demand for transportation and models that de termine the way in which people who travel use the transportation network. If such models may be constructed and their validity reasonably assured, then the predic tion of the traffic flows on future and present transportation links may be carried out by simulating future situations and then evaluating the potential benefits of alternative improvement projects. In the attempts that were made to construct mathematical models of transportation networks, the notion of equilibrium plays a central role. Suppose that the demand for transportation, that is, the number of trips that occur between the - rious origins and destinations is known. Then it is necessary to determine how these trips are attracted to the alternative routes available between origins and destinations. Knight (1924), gave a simple and intuitively clear description of the behaviour of road traffic under conditions of congestion.

Author: R. Glowinski
Publisher: Springer Science & Business Media
ISBN: 3642859720
Category : Computers
Languages : en
Pages : 394

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IRIA LABORIA, Institut de Recherche d'Informatique et d'Automatique