MARKOV-MODULATED TRAFFIC WITH NEARLY COMPLETE DECOMPOSABILITY CHARACTERISTICS AND ASSOCIATED FLUID QUEUING MODELS

KONTOVASILIS, KP; MITROU, NM

dc.contributor.author	KONTOVASILIS, KP	en
dc.contributor.author	MITROU, NM	en
dc.date.accessioned	2014-03-01T01:43:55Z
dc.date.available	2014-03-01T01:43:55Z
dc.date.issued	1995	en
dc.identifier.issn	0001-8678	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/24241
dc.subject	PERTURBATION	en
dc.subject	MULTIPLEXING	en
dc.subject	SPECTRAL FACTORIZATION	en
dc.subject	SOURCE SUPERPOSITION	en
dc.subject.classification	Statistics & Probability	en
dc.subject.other	STOCHASTIC-THEORY	en
dc.subject.other	CHAINS	en
dc.title	MARKOV-MODULATED TRAFFIC WITH NEARLY COMPLETE DECOMPOSABILITY CHARACTERISTICS AND ASSOCIATED FLUID QUEUING MODELS	en
heal.type	journalArticle	en
heal.language	English	en
heal.publicationDate	1995	en
heal.abstract	This paper considers fluid queuing models of Markov-modulated traffic that, due to large differences in the time-scales of events, possess structural characteristics that yield a nearly completely decomposable (NCD) state-space, Extension of domain decomposition and aggregation techniques that apply to approximating the eigensystem of Markov chains permits the approximate subdivision of the full system to a number of small, independent subsystems (decomposition phase), plus an 'aggregative' system featuring a state-space that distinguishes only one index per subsystem (aggregation phase). Perturbation analysis reveals that the error incurred by the approximation is of an order of magnitude equal to the weak coupling of the NCD Markov chain. The study in this paper is then extended to the structure of NCD fluid models describing source superposition (multiplexing). It is shown that efficient spectral factorization techniques that arise from the Kroneeker sum form of the global matrices can Ire applied through and combined with the decomposition and aggregation procedures. All structural characteristics and system parameters are expressible in terms of the individual sources multiplexed together rendering the construction of the global system unnecessary. Finally, besides providing efficient computational algorithms, the work in this paper can be recast as a conceptual framework for the better understanding of queueing systems under the presence of events happening in widely differing time-scales.	en
heal.publisher	APPLIED PROBABILITY TRUST	en
heal.journalName	ADVANCES IN APPLIED PROBABILITY	en
dc.identifier.isi	ISI:A1995TJ37600011	en
dc.identifier.volume	27	en
dc.identifier.issue	4	en
dc.identifier.spage	1144	en
dc.identifier.epage	1185	en