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8 - Discrete-Time Markov Chains

from IV - From Markov Chains to Simple Queues

Published online by Cambridge University Press:  05 February 2013

Mor Harchol-Balter
Affiliation:
Carnegie Mellon University, Pennsylvania
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Summary

Let's review what we already know how to do at this point.

Closed Systems

For closed systems, we can approximate and bound the values of throughput, X, and the expected response time, E[R]. The approximations we have developed are independent of the distribution of service times of the jobs, but require that the system is closed. When the multiprogramming level, N, is much higher than N*, we have a tight bound on X and E[R]. Also, when N = 1, we have a tight bound. However, for intermediate values of N, we can only approximate X and E[R].

Open Systems

For open systems, we cannot do very much at all yet. Consider even a single queue. If we knew E[N], then we could calculate E[T], but we do not yet know how to compute E[N].

Markov chain analysis is a tool for deriving the above performance metrics and in fact deriving a lot more. It will enable us to determine not only the mean number of jobs, E[Ni], at server i of a queueing network, but also the full distribution of the number of jobs at the server.

All the chapters in Parts IV and V will exploit the power of Markov chain analysis. It is important, however, to keep in mind that not all systems can readily be modeled using Markov chains. We will see that, in queueing networks where the service times at a server are Exponentially distributed and the interarrival times of jobs are also Exponentially distributed, the system can often be exactly modeled by a Markov chain.

Type
Chapter
Information
Performance Modeling and Design of Computer Systems
Queueing Theory in Action
, pp. 129 - 147
Publisher: Cambridge University Press
Print publication year: 2013

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  • Discrete-Time Markov Chains
  • Mor Harchol-Balter, Carnegie Mellon University, Pennsylvania
  • Book: Performance Modeling and Design of Computer Systems
  • Online publication: 05 February 2013
  • Chapter DOI: https://doi.org/10.1017/CBO9781139226424.013
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  • Discrete-Time Markov Chains
  • Mor Harchol-Balter, Carnegie Mellon University, Pennsylvania
  • Book: Performance Modeling and Design of Computer Systems
  • Online publication: 05 February 2013
  • Chapter DOI: https://doi.org/10.1017/CBO9781139226424.013
Available formats
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Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Discrete-Time Markov Chains
  • Mor Harchol-Balter, Carnegie Mellon University, Pennsylvania
  • Book: Performance Modeling and Design of Computer Systems
  • Online publication: 05 February 2013
  • Chapter DOI: https://doi.org/10.1017/CBO9781139226424.013
Available formats
×