Correlation formulas for markovian network processes in a random environment

Link:
Autor/in:
Erscheinungsjahr:
2016
Medientyp:
Text
Schlagworte:
  • Queueing networks
  • Servers
  • Random neural
  • Queueing Theory
  • Markov Processes
  • Queueing networks
  • Servers
  • Random neural
  • Queueing Theory
  • Markov Processes
Beschreibung:
  • We consider Markov processes, which describe, e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit steady-state distribution of product form available in the literature, we note that this steady-state distribution does not provide information about the correlation structure in time and space (over nodes). We study this correlation structure via one-step correlations for the queueing-environment process. Although formulas for absolute values of these correlations are complicated, the differences of correlations of related networks are simple and have a nice structure. We therefore compare two networks in a random environment having the same invariant distribution, and focus on the time behaviour of the processes when in such a network the environment changes or the rules for travelling are perturbed. Evaluating the comparison formulas we compare spectral gaps and asymptotic variances of related processes.
Lizenz:
  • info:eu-repo/semantics/restrictedAccess
Quellsystem:
Forschungsinformationssystem der UHH

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oai:www.edit.fis.uni-hamburg.de:publications/70d2644a-a0ac-4bd1-b608-91cee3f8ac81