H. Ayhan et F. Baccelli, Expansions for joint Laplace transform of stationary waiting times in (max, plus )-linear systems with Poisson input, QUEUEING S, 37(1-3), 2001, pp. 291-328
We give a Taylor series expansion for the joint Laplace transform of statio
nary waiting times in open (max, +)-linear stochastic systems with Poisson
input. Probabilistic expressions are derived for coefficients of all orders
. Even though the computation of these coefficients can be hard for certain
systems, it is sufficient to compute only a few coefficients to obtain goo
d approximations (especially under the assumption of light traffic). Combin
ing this new result with the earlier expansion formula for the mean station
ary waiting times, we also provide a Taylor series expansion for the covari
ance of stationary waiting times in such systems.
It is well known that (max, +)-linear systems can be used to represent stoc
hastic Petri nets belonging to the class of event graphs. This class contai
ns various instances of queueing networks like acyclic or cyclic fork-and-j
oin queueing networks, finite or infinite capacity tandem queueing networks
with various types of blocking, synchronized queueing networks and so on.
It also contains some basic manufacturing models such as kanban networks, a
ssembly systems and so forth. The applicability of this expansion technique
is discussed for several systems of this type.