Modeling Cross Correlation in Three-Moment Four-Parameter Decomposition Approximation of Queueing Networks

  • Authors:
  • Sunkyo Kim

  • Affiliations:
  • School of Business, Ajou University, Suwon 443-749, Republic of Korea

  • Venue:
  • Operations Research
  • Year:
  • 2011

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Abstract

In two-moment decomposition approximations of queueing networks, the arrival process is modeled as a renewal process, and each station is approximated as a GI/G/1 queue whose mean waiting time is approximated based on the first two moments of the interarrival times and the service times. The departure process is also approximated as a renewal process even though the autocorrelation of this process may significantly affect the performance of the subsequent queue depending on the traffic intensity. When the departure process is split into substreams by Markovian random routing, the split processes typically are modeled as independent renewal processes even though they are correlated with each other. This cross correlation might also have a serious impact on the queueing performance. In this paper, we propose an approach for modeling both the cross correlation and the autocorrelation by a three-moment four-parameter decomposition approximation of queueing networks. The arrival process is modeled as a nonrenewal process by a two-state Markov-modulated Poisson process, viz., MMPP(2). The cross correlation between randomly split streams is accounted for in the second and third moments of the merged process by the innovations method. The main contribution of the present research is that both the cross correlation and the autocorrelation can be modeled in parametric decomposition approximations of queueing networks by integrating the MMPP(2) approximation of the arrival/departure process and the innovations method. We also present numerical results that strongly support our refinements.