TY - BOOK

T1 - Roots, symmetry and contour integrals in queueing systems

AU - Oblakova, Anna

AU - Al Hanbali, Ahmad

AU - Boucherie, Richard

AU - van Ommeren, Jan C.W.

AU - Zijm, Willem Hendrik Maria

PY - 2019/5

Y1 - 2019/5

N2 - Many queueing systems are analysed using the probability-generating-function (pgf) technique. This approach often leads to expressions in terms of the (complex) roots of a certain equation. In this paper, we show that it is not necessary to compute the roots in order to evaluate these expressions. We focus on a certain class of pgfs with a rational form and represent it explicitly using symmetric functions of the roots. These functions can be computed using contour integrals. We also study when the mean of the random variable corresponding to the considered pgf is an additive function of the roots. In this case, it may be found using one contour integral, which is more reliable than the root-finding approach. We give a necessary and sufficient condition for an additive mean. For example, the mean is an additive function when the numerator of the pgf has a polynomial-like structure of a certain degree, which means that the pgf can be represented in a special product form. We also give a necessary and sufficient condition for the mean to be independent of the roots.

AB - Many queueing systems are analysed using the probability-generating-function (pgf) technique. This approach often leads to expressions in terms of the (complex) roots of a certain equation. In this paper, we show that it is not necessary to compute the roots in order to evaluate these expressions. We focus on a certain class of pgfs with a rational form and represent it explicitly using symmetric functions of the roots. These functions can be computed using contour integrals. We also study when the mean of the random variable corresponding to the considered pgf is an additive function of the roots. In this case, it may be found using one contour integral, which is more reliable than the root-finding approach. We give a necessary and sufficient condition for an additive mean. For example, the mean is an additive function when the numerator of the pgf has a polynomial-like structure of a certain degree, which means that the pgf can be represented in a special product form. We also give a necessary and sufficient condition for the mean to be independent of the roots.

M3 - Report

T3 - TW-memoranda

BT - Roots, symmetry and contour integrals in queueing systems

PB - University of Twente

ER -