Matrix analysis
Nonlinear approximation theory
Nonlinear approximation theory
The evaluation of normalizing constants in closed queueing networks
Operations Research
Deducing queueing from transactional data: the queue inference engine, revisited
Operations Research - Supplement to Operations Research: stochastic processes
Monotone structure in discrete-event systems
Monotone structure in discrete-event systems
Rational Approximants for Some Performance Analysis Problems
IEEE Transactions on Computers
Computing packet loss probabilities of D-BMAP/PH/1/N queues with group services
Performance Evaluation
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Difficultiesoften arise in analyzing stochastic discrete event systems dueto the so-called ’’curse of dimensionality‘‘. A typical exampleis the computation of some integer-parameterized functions, wherethe integer parameter represents the system size or dimension.Rational approximation approach has been introduced to tacklethis type of computational complexity. The underline idea isto develop rational approximants with increasing orders whichconverge to the values of the systems. Various examples demonstratedthe effectiveness of the approach. In this paper we investigatethe convergence and convergence rates of the rational approximants.First, a convergence rate of order O(1/\sqrt{n})is obtained for the so-called Type-1 rational approximant sequence.Secondly, we establish conditions under which the sequence of[n/n] Type-2 rational approximants has a convergencerate of order O(n^{\alpha}e^{-\beta\sqrt{n}}).