Effect of polynomial intensity functions on cumulant derivation procedures

Raja Jayaraman, Timothy I. Matis, Ivan Guardiola

Research output: Contribution to conferencePaperpeer-review

Abstract

Recent investigations into the accuracy of cumulant derivation procedures for the transient analysis of state-dependent Markovian queueing networks have shown this approach to be sensitive to the polynomial representation of the intensity functions. In particular, cumulant-based procedures involve defining a partial differential equation that relates the polynomial intensity functions of the network to a truncated cumulant generating function, from which an approximating set of ordinary differential equations is generated. We study the effect of both the order and specification of these polynomial functions on the approximation of the low-order cumulants (moments) of the state-distribution of the network in this paper.

Original languageEnglish
Pages1315-1319
Number of pages5
StatePublished - 2004
EventIIE Annual Conference and Exhibition 2004 - Houston, TX, United States
Duration: May 15 2004May 19 2004

Conference

ConferenceIIE Annual Conference and Exhibition 2004
CountryUnited States
CityHouston, TX
Period05/15/0405/19/04

Keywords

  • Cumulants
  • Intensity functions
  • Queueing networks

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