Constructing a correlated sequence of matrix exponentials with invariant first-order properties

DOI10.1016/S0167-6377(00)00062-6zbMath0980.90019WikidataQ127316350 ScholiaQ127316350MaRDI QIDQ5937501

Kenneth Mitchell

Publication date: 12 July 2001

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

autocorrelationsarrival processescommunications networksMarkov modelingmatrix exponential distributionqueueing theory

Mathematics Subject Classification ID

Communication networks in operations research (90B18) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov and semi-Markov decision processes (90C40)

Related Items (7)

Quasi-Birth-and-Death Processes with Rational Arrival Process Components ⋮ Higher Order Moments and Conditional Asymptotics of the Batch Markovian Arrival Process ⋮ On minimal representations of rational arrival processes ⋮ Approximating Multiple Arrival Streams by Using Aggregation ⋮ Approximating the ΣGI/G/squeue by Using Aggregation and Matrix Analytic Methods ⋮ Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes ⋮ Steady-state and first passage time distributions for waiting times in the \(MAP/M/s+G\) queueing model with generally distributed patience times

Cites Work

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• The waiting-time distribution and its moments of the PH/PH/1 queue
• Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements
• The transition and autocorrelation structure of tes processes
• Modeling correlated traffic with a generalized IPP

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