QBDs with Marked Time Epochs: a Framework for Transient Performance Measures

  • Authors:
  • B. Van Houdt;C. Blondia

  • Affiliations:
  • University of Antwerp, Belgium;University of Antwerp, Belgium

  • Venue:
  • QEST '05 Proceedings of the Second International Conference on the Quantitative Evaluation of Systems
  • Year:
  • 2005

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Abstract

A framework to assess transient performance measures is introduced by generalizing the theory of the quasi Birthand- Death (QBD) paradigm to QBDs with marked time epochs (QBD^m). The distinction with the classical QBD process is that certain time epochs get marked according to a specific set of Markovian rules. Our interest lies in obtaining the system state at the n-th marked time epoch. The steady state vector of a so-called reset Markov chain is used to obtain the above-mentioned system state (either by approximation or in an exact manner). A fast algorithm, with limited memory usage, based on solving a single quadratic matrix equation, a set of Sylvester matrix equations and fast Fourier transforms is proposed. The generality and flexibility of our framework is demonstrated on a set of queueing systems and applied to dimensioning a video playout buffer and studying the transient throughput of a wireless random access algorithm.