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inria-00073671, version 1

Transient and Stationary Waiting Times in $(\max,+)$--Linear Systems with Poisson Input

François Baccelli () 1, Sven Hasenfuss, Volker Schmidt

N° RR-3022 (1996)

Abstract: We consider a certain class of vectorial evolution equations, which are linear in the (max,+) semi-field. They can be used to model several types of discrete event systems, in particular stochastic service systems where we assume that the arrival process of customers (tokens, jobs, etc.) is Poisson. Under natural Cramer type conditions on certain variables, we show that the expected waiting time which the $n$-th customer has to spend in a given subarea of such a system can be expanded analytically in an infinite power series with respect to the arrival intensity $\lambda$. Furthermore, we state an algorithm for computing all coefficients of this series expansion and derive an explicit finite representation formula for the remainder term. We also give an explicit finite expansion for expected stationary waiting times in (max,+)-linear systems with deterministic service.

  • Domain : Computer Science/Other
  • Keywords : QUEUEING NETWORK / STOCHASTIC PETRI NET / POISSON PROCESS / STOCHASTIC RECURRENCE EQUATION / STATIONARY STATE VARIABLE / VECTORIAL EVOLUTION EQUATION / WAITING TIMES / ANALYTICITY / TAYLOR SERIES EXPANSION
  • Internal note : RR-3022
 
  • inria-00073671, version 1
  • oai:hal.inria.fr:inria-00073671
  • From: 
  • Submitted on: Wednesday, 24 May 2006 13:27:29
  • Updated on: Wednesday, 31 May 2006 14:24:28
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