Explicit inverse characterizations of acyclic MAPs of second order

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 4054 LNCS, Issue , 2006, Pages 107-122

  Heindl, Armin ^a   Horváth, Gábor ^b   Gross, Karsten ^a  

^a UNIVERSITY OF ERLANGEN NUREMBERG   (Germany)

^b BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

Author keywords

Acyclic markovian arrival processes of second order; Inverse characterization; Moment and correlation bounds

Indexed keywords

COMPUTER SCIENCE; CORRELATION METHODS; INFORMATION RETRIEVAL; INVERSE PROBLEMS; MATHEMATICAL MODELS; MATRIX ALGEBRA;

ACYCLIC MARKOVIAN ARRIVAL PROCESSES OF SECOND ORDER; AUTOCORRELATION FUNCTIONS; INVERSE CHARACTERIZATION; MOMENT AND CORRELATION BOUNDS;

MARKOV PROCESSES;

EID: 33746329618     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11777830_8     Document Type: Conference Paper

References (20)

1. Neuts, M.: Matrix-Geometric Solutions in Stochastic Models. John Hopkins University Press (1981)
2. Neuts, M.: Structured Stochastic Matrices of M/G/1-type and their Applications. Marcel Dekker, New York, NY (1989)
3. Latouche, G., Ramaswami, V.: Introduction to Matrix-Analytic Methods in Stochastic Modeling. Series on statistics and applied probability. ASA-SIAM (1999)
4. Buchholz, P.: An EM-algorithm for MAP fitting from real traffic data. In Kemper, P., Sanders, W., eds.: Proc. 13th Int. Conf. on Modelling Techniques and Tools for Computer Performance Evaluation. Volume 2794 of LNCS., Urbana, IL, USA (2003) 218-236
5. Horváth, G., Buchholz, P., Telek, M.: A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation. In: Proc. 2nd Int. Conf. on Quantitative Evaluation of Systems, Torino, Italy (2005) 124-133
6. Horváth, A., Telek, M.: Markovian modeling of real data traffic: Heuristic phase-type and MAP fitting of heavy tailed and fractal-like samples. In: Tutorials of the MP WG7.3 Int. Symposium on Computer Performance Modeling, Measurement and Evaluation. LNCS 2459, Rome, Italy (2002)
7. Horváth, A., Telek, M.: Fitting more than three moments with acyclic phase-type distributions, submitted in (2006)
8. Telek, M., Heindl, A.: Matching moments for acyclic discrete and continuous phase-type distributions of second order. Intl. Journal of Simulation 3 (2003) 47-57
9. Bobbio, A., Horváth, A., Telek, M.: Matching three moments with minimal acyclic phase-type distributions. Stochastic Models 21 (2005) 303-323
10. Mitchell, K., van de Liefvoort, A.: Approximation models of feed-forward G/G/1/N queueing networks with correlated arrivals. Performance Evaluation 51 (2003) 137-152
11. Mitchell, K.: Constructing a correlated sequence of matrix exponentials with invariant first-order properties. Operations Research Letters 28 (2001) 27-34
12. Heindl, A., Mitchell, K., van de Liefvoort, A.: The correlation region of second-order MAPs with application to queueing network decomposition. In Kemper, P., Sanders, W., eds.: Proc. 13th Int. Conf. on Modelling Techniques and Tools for Computer Performance Evaluation. Volume 2794 of LNCS., Urbana, IL, USA (2003) 237-254
13. Heindl, A.: Inverse characterization of hyperexponential MAP(2)s. In: Proc. 11th Int. Conference on Analytical and Stochastic Modelling Techniques and Applications, Magdeburg, Germany (2004) 183-189
14. Heffes, H., Lucantoni, D.M.: A Markov-modulated characterization of packetized voice and data traffic and related statistical multiplexer performance. IEEE J. on Selected Areas in Commun. 4 (1986) 856-868
15. Ferng, H.W., Chang, J.F.: Connection-wise end-to-end performance analysis of queueing networks with MMPP inputs. Performance Evaluation 43 (2001) 39-62
16. Livny, M., Melamed, B., Tsiolis, A.K.: The impact of autocorrelation on queueing systems. Management Science 39 (1993) 322-339
17. Patuwo, B., Disney, R., McNickle, D.: The effect of correlated arrivals on queues. IIE Transactions 25 (1993) 105-110
18. Neuts, M.: Algorithmic Probability: A Collection of Problems. Chapman and Hall (1995)
19. van de Liefvoort, A.: The moment problem for continuous distributions. Technical Report WP-CM-1990-02, School of Computing and Engineering, University of Missouri - Kansas City, USA (1990)
20. Gross, K.: Analytische Konstruktion korrelierter Prozesse zur Lastmodellierung in Kommunikationssystemen. Master's thesis, Informatik 7, Universität Erlangen-Nürnberg, Germany (2006)