Analytical and Stochastic Modeling Techniques and Applications

Volume 7984 of the series Lecture Notes in Computer Science pp 22-36

Approximate Transient Analysis of Queuing Networks by Quasi Product Forms

  • Alessio AngiusAffiliated withDipartimento di Informatica, Università di Torino
  • , András HorváthAffiliated withDipartimento di Informatica, Università di Torino
  • , Verena WolfAffiliated withComputer Science Department, Saarland University

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In this paper we deal with transient analysis of networks of queues. These systems most often have enormous state space and the exact computation of their transient behavior is not possible. We propose to apply an approximate technique based on assumptions on the structure of the transient probabilities. In particular, we assume that the transient probabilities of the model can be decomposed into a quasi product form. This assumption simplifies the dependency structure of the model and leads to a relatively small set of ordinary differential equations (ODE) that can be used to compute an approximation of the transient probabilities. We provide the derivation of this set of ODEs and illustrate the accuracy of the approach on numerical examples.