Transient and first passage time distributions of first- and second-order Multi-Regime Markov Fluid Queues via ME-fication

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buir.contributor.authorAkar, Nail
buir.contributor.authorGürsoy, Ömer
dc.contributor.authorAkar, Nail
dc.contributor.authorGürsoy, Ömer
dc.contributor.authorHorvath, G.
dc.contributor.authorTelek, M.
dc.date.accessioned2021-03-10T08:30:57Z
dc.date.available2021-03-10T08:30:57Z
dc.date.issued2020
dc.departmentDepartment of Electrical and Electronics Engineeringen_US
dc.description.abstractWe propose a numerical method to obtain the transient and first passage time distributions of first- and second-order Multi-Regime Markov Fluid Queues (MRMFQ). The method relies on the observation that these transient measures can be computed via the stationary analysis of an auxiliary MRMFQ. This auxiliary MRMFQ is constructed from the original one, using sample path arguments, and has a larger cardinality stemming from the need to keep track of time. The conventional method to approximately model the deterministic time horizon is Erlangization. As an alternative, we propose the so-called ME-fication technique, in which a Concentrated Matrix Exponential (CME) distribution replaces the Erlang distribution for approximating deterministic time horizons. ME-fication results in much lower state-space dimensionalities for the auxiliary MRMFQ than would be with Erlangization. Numerical results are presented to validate the effectiveness of ME-fication along with the proposed numerical method.en_US
dc.description.provenanceSubmitted by Zeynep Aykut (zeynepay@bilkent.edu.tr) on 2021-03-10T08:30:57Z No. of bitstreams: 1 Transient_and_first_passage_time_distributions_of_first_and_second_order_multi_regime_markov_fluid_queues_via_ME_fication.pdf: 704522 bytes, checksum: d407619778b10169709919d118813c25 (MD5)en
dc.description.provenanceMade available in DSpace on 2021-03-10T08:30:57Z (GMT). No. of bitstreams: 1 Transient_and_first_passage_time_distributions_of_first_and_second_order_multi_regime_markov_fluid_queues_via_ME_fication.pdf: 704522 bytes, checksum: d407619778b10169709919d118813c25 (MD5) Previous issue date: 2020en
dc.identifier.doi10.1007/s11009-020-09812-yen_US
dc.identifier.issn1387-5841
dc.identifier.urihttp://hdl.handle.net/11693/75912
dc.language.isoEnglishen_US
dc.publisherSpringeren_US
dc.relation.isversionofhttps://dx.doi.org/10.1007/s11009-020-09812-yen_US
dc.source.titleMethodology and Computing in Applied Probabilityen_US
dc.subjectMulti-regime Markov fluid queuesen_US
dc.subjectMatrix exponential distributionsen_US
dc.subjectTransient distributionen_US
dc.subjectFirst passage time distributionen_US
dc.titleTransient and first passage time distributions of first- and second-order Multi-Regime Markov Fluid Queues via ME-ficationen_US
dc.typeArticleen_US

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