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An operator-analytic approach to the Jackson network

Published online by Cambridge University Press:  14 July 2016

William A. Massey
Affiliation:
AT&T Bell Laboratories

Abstract

Operator methods are used in this paper to systematically analyze the behavior of the Jackson network. Here, we consider rarely treated issues such as the transient behavior, and arbitrary subnetworks of the total system. By deriving the equations that govern an arbitrary subnetwork, we can see how the mean and variance for the queue length of one node as well as the covariance for two nodes vary in time.

We can estimate the transient behavior by deriving a stochastic upper bound for the joint distribution of the network in terms of a judicious choice of independent M/M/1 queue-length processes. The bound we derive is one that cannot be derived by a sample-path ordering of the two processes. Moreover, we can stochastically bound from below the process for the total number of customers in the network by an M/M/1 system also. These results allow us to approximate the network by the known transient distribution of the M/M/1 queue. The bounds are tight asymptotically for large-time behavior when every node exceeds heavy-traffic conditions.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1984 

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References

[1] Gross, D. and Harris, C. M. (1974) Fundamentals of Queueing Theory. Wiley, New York.Google Scholar
[2] Jackson, J. R. (1957) Networks of waiting lines. Operat. Res. 5, 518521.CrossRefGoogle Scholar
[3] Kamae, T., Krengel, V. and O'brien, G. L. (1977) Stochastic inequalities on partially ordered spaces. Ann. Prob. 5, 899912.CrossRefGoogle Scholar
[4] Keilson, J. and Kester, A. (1977) Monotone matrices and monotone Markov processes. Stoch. Proc. Appl. 5, 231241.CrossRefGoogle Scholar
[5] Massey, W. A. (1984) Asymptotic analysis of M (t) /M (t)/1: the time-dependent M/M/1 queue. Math. Operat. Res. To appear.Google Scholar
[6] Massey, W. A. (1984) Open networks of queues: their algebraic structure and estimating their transient behaviour. Adv. Appl. Prob. 16, 176201.CrossRefGoogle Scholar

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