Transient analysis of state-dependent queueing networks via cumulant functions

Timothy I. Matis, Richard M. Feldman

Research output: Contribution to journalArticlepeer-review

9 Scopus citations


A new procedure that generates the transient solution of the first moment of the state of a Markovian queueing network with state-dependent arrivals, services, and routeing is developed. The procedure involves defining a partial differential equation that relates an approximate multivariate cumulant generating function to the intensity functions of the network. The partial differential equation then yields a set of ordinary differential equations which are numerically solved to obtain the first moment.

Original languageEnglish
Pages (from-to)841-859
Number of pages19
JournalJournal of Applied Probability
Issue number4
StatePublished - Dec 2001


  • Cumulant generating functions
  • Queueing networks
  • Queues
  • Transient solutions


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