On minimal representations of Rational Arrival Processes
نویسندگان
چکیده
Rational Arrival Processes (RAPs) form a general class of stochastic processes which include Markovian Arrival Processes (MAPs) as a subclass. In this paper we study RAPs and their representations of different sizes. We show some transformation methods between different representations and present conditions to evaluate the size of the minimal representation. By using some analogous results from linear systems theory, a minimization approach is defined which allows one to transform a RAP (from a redundant high dimension) into one of its minimal representations. An algorithm for computing a minimal representation is also given. Furthermore, we extend the approach to RAPs with batch arrivals (BRAPs) and to RAPs with arrivals of different customer types (MRAPs).
منابع مشابه
QUASI-PERMUTATION REPRESENTATIONS OF SUZtTKI GROUP
By a quasi-permutation matrix we mean a square matrix over the complex field C with non-negative integral trace. Thus every permutation matrix over C is a quasipermutation matrix. For a given finite group G, let p(G) denote the minimal degree of a faithful permutation representation of G (or of a faithful representation of G by permutation matrices), let q(G) denote the minimal degree of a fai...
متن کاملQUASI-PERMUTATION REPRESENTATIONS OF METACYCLIC 2-GROUPS
By a quasi-permutation matrix we mean a square matrix over the complex field C with non-negative integral trace. Thus, every permutation matrix over C is a quasipermutation matrix. For a given finite group G, let p(G) denote the minimal degree of a faithful permutation representation of G (or of a faithful representation of G by permutation matrices), let q(G) denote the minimal degree of a fa...
متن کاملExtension of some MAP results to transient MAPs and Markovian binary trees SI: Matrix-Analytic Methodology
In this work we extend previous results on moment-based characterization and minimal representation of stationary Markovian arrival processes (MAPs) and rational arrival processes (RAPs) to transient Markovian arrival processes (TMAPs) and Markovian binary trees (MBTs). We show that the number of moments that characterize a TMAP of size n with full rank marginal is n + 2n − 1, and an MBT of siz...
متن کاملExtension of some MAP results to transient MAPs and Markovian binary trees
In this work we extend previous results on moment-based characterization and minimal representation of stationary Markovian arrival processes (MAPs) and rational arrival processes (RAPs) to transient Markovian arrival processes (TMAPs) and Markovian binary trees (MBTs). We show that the number of moments that characterize a TMAP of size n with full rank marginal is n2+2n−1, and an MBT of size n...
متن کاملAcceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes
Stochastic models based on matrix exponential structures, like matrix exponential distributions and rational arrival processes, have gained popularity in analytical models recently. However the application of these models in simulation based evaluations is not as widespread yet. One of the possible reasons is the lack of efficient random variates generation methods. In this paper we propose met...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Annals OR
دوره 202 شماره
صفحات -
تاریخ انتشار 2013