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Measurement and performance of the strong stability method
Author(s):
Louiza
Bouallouche;
Djamil
Aïssani
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 72
(2005).
Journal:
Theor. Probability and Math. Statist.
No. 72
(2006),
1-9.
MSC (2000):
Primary 60K25, 68M20, 90B22
Posted:
August 10, 2006
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Additional information
Abstract:
The aim of this paper is to show how to use in practice the strong stability method and also to prove its efficiency. That is why we chose the model for which there exist analytical results. For this purpose, we first determine the approximation conditions of the characteristics of the system. Under these conditions, we obtain the stability inequalities of the stationary distribution of the queue size. We finally elaborate upon an algorithm for the approximation of the system by the system, which calculates the approximation error with an exact computation. In order to give some idea about its application in practice, we give a numerical example. The accuracy of the approach is evaluated by comparison with some known exact results.
References:
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- 1.
- D. Aïssani and N. V. Kartashov, Ergodicity and stability of Markov chains with respect to operator topologies in a space of transition kernels, Doklady Akad. Nauk USSR, Ser. A 11 (1983), 3-5. MR 0728475 (85c:60110)
- 2.
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queueing system, Teor. Veroyatnost. Mat. Statist. 29 (1983), 3-7; English transl. in Theor. Probab. Math. Statist. 29 (1984), 1-5. MR 0727097 (85d:60167) - 3.
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Additional Information:
Louiza
Bouallouche
Affiliation:
L.A.M.O.S, Laboratory of Modelisation and Optimization of Systems, University of Béjaïa, 06000, Algeria
Email:
lamos_bejaia@hotmail.com
Djamil
Aïssani
Affiliation:
L.A.M.O.S, Laboratory of Modelisation and Optimization of Systems, University of Béjaïa, 06000, Algeria
DOI:
10.1090/S0094-9000-06-00659-4
PII:
S 0094-9000(06)00659-4
Keywords:
Queueing system,
Markov chain,
stability,
strong stability,
performance evaluation,
approximation
Received by editor(s):
30/JUL/2003
Posted:
August 10, 2006
Copyright of article:
Copyright
2006,
American Mathematical Society
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