On deviation matrices for birth-death processes

DOI10.1017/S0269964801152071MaRDI QIDQ5890264zbMATH OpenWikidataFDO

Authors G. M. Koole, F. M. Spieksma

Publication date 15 November 2002

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0269964801152071

zbMATH Keywords

\(M/M/s/\infty\)\(M/M/s/N\)birth-death processesdeviation matricesmultidimensional queueing systems

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Queueing theory (aspects of probability theory) (60K25)

Review text

Consider an irreducible, aperiodic, time-homogeneous and positive recurrent Markov chain with \(n\)-step transition probability \(\{p_{ij}^{(n)}\}\) and stationary distribution \(\{\pi_j\}\). Then the deviation matrix is defined by \(D_{ij}= \lim_{\alpha \uparrow 1} \sum_{n=0}^{\infty}(p_{ij}^{(n)}-\pi_j)\alpha^n\). This concept is useful in the control of multidimensional queueing systems. The authors give an algorithm for computing deviation matrices for birth-death processes. As an application, they obtain explicitly for the \(M/M/s/N\) and \(M/M/s/\infty\) queues.

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