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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Engeln-Müllges, G. and Uhlig, F. (1996). Numerical Algorithms with Fortran. Springer Press.
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.
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.
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.
Keilson, J. (1965). Green’s function methods in probability theory. Griffin’s statistical monographs & courses, London.
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.
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.
Marcus, M. and Mine, H. (1964). A Survey of Matrix Theory and Matrix Inequalities. Dover Press.
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.
Neuts, M. (1981). Matrix Geometric Solutions in Stochastic Models — An Algorithmic Approach. Johns Hopkins University Press. Baltimore, MD.
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.
Servi, L.D. (2002). Algorithmic solutions to two-dimensional birth-death processes with applications to capacity planning. Telecommunications System, 21(2–4):205–212.
Servi, L.D. and Finn, S.G. (2002). M/M/l queues with working vacations (M/M/l/WV). Performance Evaluation, 50:41–52.
Servi, L.D., Gerhardt, T., and Humair, S. (2004). Fast, accurate solutions to large birth-death problems. In preparation.
Stewart, W.J. (1994). Introduction to the Numerical Solutions of Markov Chains. Princeton University Press.
Editor information
Editors and Affiliations
Additional information
Dedicated to the memory of Professor Julian Keilson (1924–1999)
Rights 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
DOI: https://doi.org/10.1007/0-387-25551-6_11
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-387-25550-7
Online ISBN: 978-0-387-25551-4
eBook Packages: Business and EconomicsBusiness and Management (R0)