An operator-analytic approach to the Jackson network
- 1 June 1984
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 21 (2) , 379-393
- https://doi.org/10.2307/3213647
Abstract
Operator methods are used in this paper to systematically analyze the behavior of the Jackson network. Here, we consider rarely treated issues such as the transient behavior, and arbitrary subnetworks of the total system. By deriving the equations that govern an arbitrary subnetwork, we can see how the mean and variance for the queue length of one node as well as the covariance for two nodes vary in time.We can estimate the transient behavior by deriving a stochastic upper bound for the joint distribution of the network in terms of a judicious choice of independent M/M/1 queue-length processes. The bound we derive is one that cannot be derived by a sample-path ordering of the two processes. Moreover, we can stochastically bound from below the process for the total number of customers in the network by an M/M/1 system also. These results allow us to approximate the network by the known transient distribution of the M/M/1 queue. The bounds are tight asymptotically for large-time behavior when every node exceeds heavy-traffic conditions.Keywords
This publication has 4 references indexed in Scilit:
- Open networks of queues: their algebraic structure and estimating their transient behaviorAdvances in Applied Probability, 1984
- Stochastic Inequalities on Partially Ordered SpacesThe Annals of Probability, 1977
- Monotone matrices and monotone Markov processesStochastic Processes and their Applications, 1977
- Networks of Waiting LinesOperations Research, 1957