This paper provides an analytical model for the performance evaluation of a two class DiffServ link. It is applicable for the performance analysis of Data traffic in the presence of higher priority Constant Bit Rate (CBR) encoded Voice and Video traffic. The DiffServ link is modeled as a single server queue in a Markovian environment. The queueing performance of data packets is evaluated by mat...

This is a survey of results on universal algorithms for classification and prediction stationary processes. The problems include discovering the order k-step Markov chain, determining memory words in finitarily Markovian processes estimating entropy an unknown process. cover both discrete real valued variety situations. Both forward backward are discussed with emphasis being pointwise results. ...

We revisit and extend the original definition of discrete-time stochastic Petri nets, by allowing the firing times to have a “defective discrete phase distribution”. We show that this formalism still corresponds to an underlying discrete-time Markov chain. The structure of the state for this process describes both the marking of the Petri net and the phase of the firing time for of each transit...

This paper studies an infinite-server queue in a Markov environment, that is, an infiniteserver queue with arrival rates and service times depending on the state of a Markovian background process. We focus on the probability that the number of jobs in the system attains an unusually high value. Scaling the arrival rates λi by a factor N and the transition rates νij of the background process as ...

This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server queue with arrival rates and service times depending on the state of a Markovian background process. Scaling the arrival rates λi by a factor N and the rate qij of the background process by a factor N, with α ∈ R, we establish a central limit theorem as N tends to ∞. We find different scaling regime...

BuTools 2 is collection of computational methods that are useful for Markovian and non-Markovian matrix analytic performance analysis. It consists of various packages. There are packages to obtain, analyze, transform and minimize discrete and continuous time phase-type (PH) distributions and Markovian arrival processes (MAP); to fit empirical measurement data and to evaluate the result; to solv...