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

DOI10.1137/130943297MaRDI QIDQ3192122zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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Cited in

(8)

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

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