Product-Form Solutions for a Class of Structured Multidimensional Markov Processes

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

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

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

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 (3)

• A finite compensation procedure for a class of two-dimensional random walks
• Markov processes with product-form stationary distribution
• Algebraic criteria for extended product form in generalised semi-Markov processes

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