In this paper we consider the first passage process of a spectrally negative Markov additive process (MAP). The law of this process is uniquely characterized by a certain matrix function, which plays a crucial role in fluctuation theory. We show how to identify this matrix using the theory of Jordan chains associated with analytic matrix functions. This result provides us with a technique that can be used to derive various further identities.
Abstract. In this paper we investigate an M/M/∞ queue whose parameters depend on an external random environment that we assume to be a semi-Markovian process with finite state space. For this model we show a recursive formula that allows to compute all the factorial moments for the number of customers in the system in steady state. The used technique is based on the calculation of the raw moments of the measure of a bidimensional random set. Finally the case when the random environment has only two states is deeper analyzed. We obtain an explicit formula to compute the above mentioned factorial moments when at least one of the two states has sojourn time exponentially distributed.
We analyze the behavior of closed product-form queueing networks when the number of customers grows to infinity and remains proportionate on each route (or class). First, we focus on the stationary behavior and prove the conjecture that the stationary distribution at non-bottleneck queues converges weakly to the stationary distribution of an ergodic, open product-form queueing network. This open network is obtained by replacing bottleneck queues with per-route Poissonian sources whose rates are determined by the solution of a strictly concave optimization problem. Then, we focus on the transient behavior of the network and use fluid limits to prove that the amount of fluid, or customers, on each route eventually concentrates on the bottleneck queues only, and that the long-term proportions of fluid in each route and in each queue solve the dual of the concave optimization problem that determines the throughputs of the previous open network.Keywords: closed queueing networks; product-form; asymptotic independence; fluid limit; large population. Acknowledgements June 2012AbstractWe analyze the behavior of closed product-form queueing networks when the number of customers grows to infinity and remains proportionate on each route (or class). First, we focus on the stationary behavior and prove the conjecture that the stationary distribution at non-bottleneck queues converges weakly to the stationary distribution of an ergodic, open product-form queueing network. This open network is obtained by replacing bottleneck queues with per-route Poissonian sources whose rates are determined by the solution of a strictly concave optimization problem. Then, we focus on the transient behavior of the network and use fluid limits to prove that the amount of fluid, or customers, on each route eventually concentrates on the bottleneck queues only, and that the long-term proportions of fluid in each route and in each queue solve the dual of the concave optimization problem that determines the throughputs of the previous open network.
In this paper we report on a computational experience with a local search algorithm for High-school Timetabling Problems. The timetable has to satisfy "hard" requirements, that are mandatory, and should minimize the violation of "soft" constraints. In our approach, we combine Simulated Annealing with a Very Large-Scale Neighborhood search where the neighborhood is explored by solving an Integer Programming problem. We report on a computational experience validating the usefulness of the proposed approach.
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