ON DEVIATION MATRICES FOR BIRTH–DEATH PROCESSES

  • Authors:
  • G. M. Koole;F. M. Spieksma

  • Affiliations:
  • Division of Mathematics and Computer Science, Vrije Universiteit, 1081HV Amsterdam, The Netherlands, E-mail: koole@cs.vu.nl;Mathematical Institute, University of Leiden, 2300RA Leiden, The Netherlands, E-mail: spieksma@math.leidenuniv.nl

  • Venue:
  • Probability in the Engineering and Informational Sciences
  • Year:
  • 2001

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Abstract

We study deviation matrices of birth–death processes. This is relevant to the control of multidimensional queueing systems. We give an algorithm for computing deviation matrices for birth–death processes. As an application, we compute them explicitly for the M/M/s/N and M/M/s/∞ queues.