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ON DEVIATION MATRICES FOR BIRTH–DEATH PROCESSES

Published online by Cambridge University Press:  10 April 2001

G. M. Koole  and
F. M. Spieksma
G. M. Koole
Affiliation:
Division of Mathematics and Computer Science, Vrije Universiteit, 1081HV Amsterdam, The Netherlands, E-mail: koole@cs.vu.nl
F. M. Spieksma
Affiliation:
Mathematical Institute, University of Leiden, 2300RA Leiden, The Netherlands, E-mail: spieksma@math.leidenuniv.nl
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Abstract

We study deviation matrices of birth–death processes. This is relevant to the control of multidimensional queueing systems. We give an algorithm for computing deviation matrices for birth–death processes. As an application, we compute them explicitly for the M/M/s/N and M/M/s/∞ queues.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 15 , Issue 2 , April 2001 , pp. 239 - 258
Copyright
© 2001 Cambridge University Press

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