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ON DEVIATION MATRICES FOR BIRTH–DEATH PROCESSES

Published online by Cambridge University Press:  10 April 2001

G. M. Koole
Affiliation:
Division of Mathematics and Computer Science, Vrije Universiteit, 1081HV Amsterdam, The Netherlands, E-mail: [email protected]
F. M. Spieksma
Affiliation:
Mathematical Institute, University of Leiden, 2300RA Leiden, The Netherlands, E-mail: [email protected]

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
Copyright
© 2001 Cambridge University Press

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