Evaluation of Lyapunov exponent in generalized linear dynamical models of queueing networks

Результат исследований: Публикации в книгах, отчётах, сборниках, трудах конференцийстатья в сборнике материалов конференциинаучнаярецензирование

Аннотация

The problem of evaluation of Lyapunov exponent in queueing network analysis is considered based on models and methods of idempotent algebra. General existence conditions for Lyapunov exponent to exist in generalized linear stochastic dynamic systems are given, and examples of evaluation of the exponent for systems with matrices of particular types are presented. A method which allow one to get the exponent is proposed based on some appropriate decomposition of the system matrix. A general approach to modeling of a wide class of queueing networks is taken to provide for models in the form of stochastic dynamic systems. It is shown how to find the mean service cycle time for the networks through the evaluation of Lyapunov exponent for their associated dynamic systems. As an illustration, the mean service time is evaluated for some systems including open and closed tandem queues with finite and infinite buffers, fork-join networks, and systems with round-robin routing.
Язык оригиналаанглийский
Название основной публикацииProc. MATHMOD 09 Vienna Full Papers CD Volume
РедакторыI. Troch, F. Breitenecker
ИздательARGESIM
Страницы279
ISBN (печатное издание)978-3-901608-35-3
СостояниеОпубликовано - 2009

Предметные области Scopus

  • Теория управления и исследование операций
  • Теория вероятности и статистика
  • Алгебра и теория чисел

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