Skip to main content

Fast Algorithmic Solutions to Multi-Dimensional Birth-Death Processes with Applications to Telecommunication Systems

  • Chapter
Performance Evaluation and Planning Methods for the Next Generation Internet
  • 425 Accesses

Abstract

Performance analysis of many future telecommunication systems necessitate numerically solving large multi-dimensional birth-death equations when analytical approaches fail. Motivated by an optical IP network access problem, this paper presents a new class of algorithms, faster than all alternatives, which can be specialized to two dimensional skip-free systems or applied to systems with arbitrary dimensions which are possibly non-skip-free.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 139.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Engeln-Müllges, G. and Uhlig, F. (1996). Numerical Algorithms with Fortran. Springer Press.

    Google Scholar 

  • Gaver, D.P., Jacobs, P.A., and Latouche, G. (1984). Finite birth-and-death models in randomly changing environments. Advances in Applied Probability, 16:715–731.

    Article  MathSciNet  Google Scholar 

  • Grassmann, W.K. and Heyman, D.P. (1990). Equilibrium distribution of block-structured Markov chains with repeating row. Journal of Applied Probability, 27:557–576.

    Article  MathSciNet  Google Scholar 

  • Grassmann, W.K., Taskar, M.I., and Heyman, D.P. (1985). Regenerative analysis and steady state distributions for Markov chains. Operations Research, 33:1107–1116.

    Article  MathSciNet  Google Scholar 

  • Keilson, J. (1965). Green’s function methods in probability theory. Griffin’s statistical monographs & courses, London.

    Google Scholar 

  • Keilson, J., Sumita, U., and Zachmann, M. (1981). Row-continuous finite Markov chains — structures and algorithms. Graduate School of Management, University of Rochester, Working Paper No. 8115.

    Google Scholar 

  • Keilson, J., Sumita, U., and Zachmann, M. (1987). Row-continuous finite Markov chains — structures and algorithms. Journal of Operations Research Society, Japan, 3:291–314.

    MathSciNet  Google Scholar 

  • Marcus, M. and Mine, H. (1964). A Survey of Matrix Theory and Matrix Inequalities. Dover Press.

    Google Scholar 

  • Narula-Tam, S., Finn, G., and Médard, M. (2001). Analysis of reconfiguration in IP over WDM access networks. In: Proceedings of the Optical Fiber Communication Conference (OFC), pp. MN4.1–MN4.3.

    Google Scholar 

  • Neuts, M. (1981). Matrix Geometric Solutions in Stochastic Models — An Algorithmic Approach. Johns Hopkins University Press. Baltimore, MD.

    Google Scholar 

  • Press, W.H., Flannery, B.P., Teurolsky, S.A., and Vetterling, W.T. (1988). Numerical Recipes in C: The Art of Scientific Computing. Cambridge University Press.

    Google Scholar 

  • Servi, L.D. (2002). Algorithmic solutions to two-dimensional birth-death processes with applications to capacity planning. Telecommunications System, 21(2–4):205–212.

    Article  Google Scholar 

  • Servi, L.D. and Finn, S.G. (2002). M/M/l queues with working vacations (M/M/l/WV). Performance Evaluation, 50:41–52.

    Article  Google Scholar 

  • Servi, L.D., Gerhardt, T., and Humair, S. (2004). Fast, accurate solutions to large birth-death problems. In preparation.

    Google Scholar 

  • Stewart, W.J. (1994). Introduction to the Numerical Solutions of Markov Chains. Princeton University Press.

    Google Scholar 

Download references

Authors

Editor information

Editors and Affiliations

Additional information

Dedicated to the memory of Professor Julian Keilson (1924–1999)

Rights and permissions

Reprints and permissions

Copyright information

© 2005 Springer Science+Business Media, Inc.

About this chapter

Cite this chapter

Servi, L.D. (2005). Fast Algorithmic Solutions to Multi-Dimensional Birth-Death Processes with Applications to Telecommunication Systems. In: Girard, A., Sansò, B., Vázquez-Abad, F. (eds) Performance Evaluation and Planning Methods for the Next Generation Internet. Springer, Boston, MA. https://doi.org/10.1007/0-387-25551-6_11

Download citation

Publish with us

Policies and ethics