Does a given vector-matrix pair correspond to a PH distribution?

The analysis of practical queueing problems benefits if realistic distributions can be used as parameters. Phase type (PH) distributions can approximate many distributions arising in practice, but their practical applicability has always been limited when they are described by a non-Markovian vector–matrix pair. In this case it is hard to check whether the non-Markovian vector–matrix pair defines a non-negative matrix-exponential function or not. In this paper we propose a numerical procedure for checking if the matrix-exponential function defined by a non-Markovian vector–matrix pair can be represented by a Markovian vector–matrix pair with potentially larger size. If so, then the matrix-exponential function is non-negative. The proposed procedure is based on O’Cinneide’s characterization result, which says that a non-Markovian vector–matrix pair with strictly positive density on and with a real dominant eigenvalue has a Markovian representation. Our method checks the existence of a potential Markovian representation in a computationally efficient way utilizing the structural properties of the applied representation transformation procedure

Sojourn times in fluid queues with independent and dependent input and output processes

Markov Fluid Queues (MFQs) are the continuous counterparts of quasi birth–death processes, where infinitesimally small jobs (fluid drops) are arriving and are being served according to rates modulated by a continuous time Markov chain. The fluid drops are served according to the First-Come–First-Served (FCFS) discipline. The queue length process of MFQs can be analyzed by efficient numerical methods developed for Markovian fluid models. In this paper, however, we are focusing on the sojourn time distribution of the fluid drops. In the first part of the paper we derive the phase-type representation of the sojourn time when the input and output processes of the queue are dependent. In the second part we investigate the case when the input and output processes are independent. Based on the age process analysis of the fluid drops, we provide smaller phase-type representations for the sojourn time than the one for dependent input and output processes

TRANSIENT ANALYSIS OF A PREEMPTIVE RESUME M/D/l/2/2 THROUGH PETRI NETS

Stochastic Petri Nets (SPN) are usually designed to support exponential distributions only, with the consequence that their modelling power is restricted to Markovian systems. In recent years, some attempts have appeared in the literature aimed to define SPN models with generally distributed firing times. A particular subclass, called Deterministic and Stochastic Petri Nets (DSPN), combines into a single model both exponential and deterministic transitions. The available DSPN implementations require simplifying assumptions which limit the applicability of the model to preemptive repeat different service mechanisms only. The present paper discusses a semantical generalization of the DSPNs by including preemptive mechanisms of resume type. This generalization is crucial in connection with fault tolerant systems, where the work performed before the interruption should not be lost. By means of this new approach, the transient analysis of a M/D/1/2/2 queue (with 2 customers, 1 server, exponential thinking and deterministic service time) is fully examined under different preemptive resume policies

Recent Advances in Acquiring Channel State Information in Cellular MIMO Systems

In cellular multi-user multiple input multiple output (MU-MIMO) systems the quality of the available channel state information (CSI) has a large impact on the system performance. Specifically, reliable CSI at the transmitter is required to determine the appropriate modulation and coding scheme, transmit power and the precoder vector, while CSI at the receiver is needed to decode the received data symbols. Therefore, cellular MUMIMO systems employ predefined pilot sequences and configure associated time, frequency, code and power resources to facilitate the acquisition of high quality CSI for data transmission and reception. Although the trade-off between the resources used user data transmission has been known for long, the near-optimal configuration of the vailable system resources for pilot and data transmission is a topic of current research efforts. Indeed, since the fifth generation of cellular systems utilizes heterogeneous networks in which base stations are equipped with a large number of transmit and receive antennas, the appropriate configuration of pilot-data resources becomes a critical design aspect. In this article, we review recent advances in system design approaches that are designed for the acquisition of CSI and discuss some of the recent results that help to dimension the pilot and data resources specifically in cellular MU-MIMO systems

FITTING TRAFFIC TRACES WITH DISCRETE CANONICAL PHASE TYPE DISTRIBUTIONS AND MARKOV ARRIVAL PROCESSES

Recent developments of matrix analytic methods make phase type distributions (PHs) and Markov Arrival Processes (MAPs) promising stochastic model candidates for capturing traffic trace behaviour and for efficient usage in queueing analysis. After introducing basics of these sets of stochastic models, the paper discusses the following subjects in detail: (i) PHs and MAPs have different representations. For efficient use of these models, sparse (defined by a minimal number of parameters) and unique representations of discrete time PHs and MAPs are needed, which are commonly referred to as canonical representations. The paper presents new results on the canonical representation of discrete PHs and MAPs. (ii) The canonical representation allows a direct mapping between experimental moments and the stochastic models, referred to as moment matching. Explicit procedures are provided for this mapping. (iii) Moment matching is not always the best way to model the behavior of traffic traces. Model fitting based on appropriately chosen distance measures might result in better performing stochastic models. We also demonstrate the efficiency of fitting procedures with experimental result

Commuting matrices in the sojourn time analysis of MAP/MAP/1 queues

Queues with Markovian arrival and service processes, i.e., MAP/MAP/1 queues, have been useful in the analysis of computer and communication systems and different representations for their sojourn time distribution have been derived. More specifically, the class of MAP/MAP/1 queues lies at the intersection of the class of QBD queues and the class of semi-Markovian queues. While QBD queues have an order $N^2$ matrix exponential representation for their sojourn time distribution, where $N$ is the size of the background continuous time Markov chain, the sojourn time distribution of the latter class allows for a more compact representation of order $N$. In this paper we unify these two results and show that the key step exists in establishing the commutativity of some fundamental matrices involved in the analysis of the MAP/MAP/1 queue. We prove, using two different approaches, that the required matrices do commute and identify several other sets of commuting matrices. Finally, we generalize some of the results to queueing systems with batch arrivals and services