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Queueing and Markov chain decomposition method to analyze Markov-modulated Markov chains Sasanuma, Katsunobu
Description
We present a Queueing and Markov chain decomposition method based on the total expectation theorem. Our decomposition method requires partial flow to be conserved, which we call a termination scheme. This scheme is useful when deriving analytical formulas for complex queueing systems. As an example, we apply our method to derive an exact set of stationary equations for the probability generating functions of decomposed chains of Markov-modulated continuous-time Markov chains.
Item Metadata
Title |
Queueing and Markov chain decomposition method to analyze Markov-modulated Markov chains
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Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2020-08-22T12:30
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Description |
We present a Queueing and Markov chain decomposition method based on the total expectation theorem. Our decomposition method requires partial flow to be conserved, which we call a termination scheme. This scheme is useful when deriving analytical formulas for complex queueing systems. As an example, we apply our method to derive an exact set of stationary equations for the probability generating functions of decomposed chains of Markov-modulated continuous-time Markov chains.
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Extent |
29.0 minutes
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Subject | |
Type | |
File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: Stony Brook University
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Series | |
Date Available |
2021-02-19
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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DOI |
10.14288/1.0395920
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Researcher
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Rights URI | |
Aggregated Source Repository |
DSpace
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Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International