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

نویسندگان

  • François Baccelli
  • Sven Hasenfuss
  • Volker Schmidt
چکیده

We consider a certain class of vectorial evolution equations, which are linear in the (max,+) semi-eld. 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 innnite power series with respect to the arrival intensity. Furthermore, we state an algorithm for computing all coeecients of this series expansion and derive an explicit nite representation formula for the remainder term. We also give an explicit nite expansion for expected stationary waiting times in (max,+)-linear systems with deterministic service. Temps d'attente transitoires et stationnaires des systtmes (max; +)-linnaires avec des entrres formant un processus de Poisson RRsumm : Nous considdrons une classe d''quations d''volution vectorielles qui sont linnaires dans le semi-anneau (max; +), avec des entrres formant un processus ponctuel de Poisson. Cette classe contient plusieurs exemples de systtmes vnements discrets dont la classe des graphes d''vnements stochastiques. Sous des hypothhses de type Cramer sur les variables allatoires ddcrivant les temporisations in-ternes, nous montrons que le vecteur des temps d'attente dans un tel systtme admet un ddveloppement analytique en l'intensitt du processus de Poisson. Nous donnons aussi un algorithme pour le calcul des coeecients de ce ddveloppement, et une reprrsentation explicite de l'erreur commise en remplaaant la ssrie par une somme nie. titre d'illustration, nous donnons une reprrsentation explicite du temps d'attente moyen dans le cas particulier oo les temporisations internes sont ddterministes.

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عنوان ژورنال:
  • Queueing Syst.

دوره 26  شماره 

صفحات  -

تاریخ انتشار 1997