Seminarium  i matematisk statistik fredagen den 22 september
13.15-14.40  i MH227


Offer Kella, Jerusalem University, Israel



Markov-Modulated Feedforward Networks

Abstract

With the aim of studying a multi-station feedforward fluid network with
Markov modulated input and output rates we first study a two dimensional
parallel network having the property that the second station cannot be
empty unless the first station is. A method for computing the steady
state characteristics of such a process is given and it is shown that
this can be used to determine the steady state characteristics of two
dimensional tandem fluid networks and more general networks. Finally a
multi-station feedforward network is considered.  Under appropriate
conditions, it is explained how to determine the joint steady state
Laplace-Stieltjes transform (LST) and it turns out that in order to
compute conditional means and the covariance structure (given the state
of the underlying Markov chain) all that is needed is the methods
developed for the two dimensional parallel model together with some
trivial linear algebra.