The impact of autocorrelation on queuing systems
Management Science
Connection-wise end-to-end performance analysis of queuing networks with MMPP inputs
Performance Evaluation
Performance Evaluation of Complex Systems: Techniques and Tools, Performance 2002, Tutorial Lectures
Approximation models of feed-forward G/G/1/N queueing networks with correlated arrivals
Performance Evaluation
QEST '05 Proceedings of the Second International Conference on the Quantitative Evaluation of Systems
Constructing a correlated sequence of matrix exponentials with invariant first-order properties
Operations Research Letters
KPC-Toolbox: Best recipes for automatic trace fitting using Markovian Arrival Processes
Performance Evaluation
Multi-class Markovian arrival processes and their parameter fitting
Performance Evaluation
A class of tractable models for run-time performance evaluation
ICPE '12 Proceedings of the 3rd ACM/SPEC International Conference on Performance Engineering
| Hi-index | 0.00 |
This paper shows how to construct a Markovian arrival process of second order from information on the marginal distribution and on its autocorrelation function. More precisely, closed-form explicit expressions for the MAP(2) rate matrices are given in terms of the first three marginal moments and one parameter that characterizes the behavior of the autocorrelation function. Besides the permissible moment ranges, which were known before, also the necessary and sufficient bounds for the correlation parameter are computed and shown to depend on a free parameter related to equivalent acyclic PH(2) representations of the marginal distribution. We identify the choices for the free parameter that maximize the correlation range for both negative and positive correlation parameters