Effect of Polynomial Intensity Functions on Cumulant Derivation Procedures
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.
Recommended Citation
R. Jayaraman et al., "Effect of Polynomial Intensity Functions on Cumulant Derivation Procedures," Proceedings of the IIE Annual Conference and Exhibition (2004, Houston, TX), pp. 1315 - 1319, Institute of Industrial Engineers (IIE), May 2004.
Meeting Name
IIE Annual Conference and Exhibition 2004 (2004: May 15-19, Houston, TX)
Department(s)
Engineering Management and Systems Engineering
Keywords and Phrases
Cumulants; Intensity functions; Queueing networks
Document Type
Article - Conference proceedings
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2004 Institute of Industrial Engineers (IIE), All rights reserved.
Publication Date
01 May 2004