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.

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

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