Product-form solutions for a class of structured multidimensional Markov processes

DOI10.1137/130943297zbMATH Open1305.60070arXiv1310.8114OpenAlexW3099846673MaRDI QIDQ3192122FDOQ3192122

Authors: Jori Selen, Johan S. H. van Leeuwaarden, Ivo Adan 

Publication date: 26 September 2014

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Abstract: Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured multi-dimensional set of states, exactly one dimension of which is infinite. Using separation of variables, we show that the equilibrium distribution, typically of the queue length, can be represented as a linear combination of product forms. For an important subclass of queueing systems, we characterize explicitly the waiting time distribution in terms of mixtures of exponentials.

Full work available at URL: https://arxiv.org/abs/1310.8114

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zbMATH Keywords

separation of variablesproduct-form solutionsmultidimensional Markov processes

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)

Cited In (8)

• Integral expressions for the numerical evaluation of product form expressions over irregular multidimensional integer state spaces
• Independent markov processes in parallel
• A finite compensation procedure for a class of two-dimensional random walks
• ON THE STRUCTURE OF THE SPACE OF GEOMETRIC PRODUCT-FORM MODELS
• A class of transformed Markov processes
• Markov processes with product-form stationary distribution
• Product Form Solutions for Multiserver Centers with Hierarchical Concurrency Constraints
• Algebraic criteria for extended product form in generalised semi-Markov processes

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