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Transient Analysis of State-Dependent Queueing Networks via Cumulant Functions

Timothy I. Matis and Richard M. Feldman
Journal of Applied Probability
Vol. 38, No. 4 (Dec., 2001), pp. 841-859
Stable URL: http://www.jstor.org/stable/3215768
Page Count: 19
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Transient Analysis of State-Dependent Queueing Networks via Cumulant Functions
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Abstract

A new procedure that generates the transient solution of the first moment of the state of a Markovian queueing network with state-dependent arrivals, services, and routeing is developed. The procedure involves defining a partial differential equation that relates an approximate multivariate cumulant generating function to the intensity functions of the network. The partial differential equation then yields a set of ordinary differential equations which are numerically solved to obtain the first moment.

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