inria-00073906, version 1
Expansions for Steady-State Characteristics in $(\max,+)$-Linear Systems
N° RR-2785 (1996)
Abstract: This paper gives finite and infinite expansion formulas for the expected value of functions of the steady state variables in open, stochastic $(\max,+)$--linear systems with Poisson input. Expansions for Laplace transforms, moments and tail functions of these steady state variables are considered as specific instances of our main formulas. Such $(\max,+)$--linear systems are known to allow to represent a class of discrete event networks called stochastic event graphs. A few examples of such event graphs pertaining to queueing theory are given in the paper in order to illustrate the proposed expansion method.
- 1:
- INRIA
- Domain : Computer Science/Other
- Keywords : QUEUEING NETWORKS / STOCHASTIC PETRI NETS / POISSON INPUT / STOCHASTIC RECURRENCE EQUATION / STATIONARY STATE VARIABLES / MARKED POINT PROCESSES / FACTORIAL MOMENT MEASURES / ADMISSIBILITY / PERTURBATION ANALYSIS.
- Internal note : RR-2785
- inria-00073906, version 1
- http://hal.inria.fr/inria-00073906
- oai:hal.inria.fr:inria-00073906
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- Submitted on: Wednesday, 24 May 2006 14:03:04
- Updated on: Wednesday, 31 May 2006 14:24:28





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