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Queues with boundary assistance: the effects of truncation

机译:带边界辅助的队列:截断的影响

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We study a system of two queues with boundary assistance, represented as a continuous-time Quasi-Birth-and-Death process (QBD). Under our formulation, this QBD has a 'doubly infinite' number of phases. We determine the convergence norm of Neuts' R-matrix and, consequently, the interval in which the decay rate of the infinite system can lie. We next consider four sequences of finite-phase approximations to the original system in which the Nth approximation has 2N + 1 phases; one is derived by truncating the infinite system without augmentation, the others are obtained by using different augmentation schemes that ensure that the generator of the QBD remains conservative. The sequences of matrices {R_n} for the truncated system without augmentation and one of the sequences with augmentation have monotonically increasing spectral radii that approach the convergence norm of the infinite-phase R as the truncation point tends to infinity; the two other sequences of matrices {R_N} have spectral radii that are constant irrespective of the truncation size, and not equal to the convergence norm of the infinite R.
机译:我们研究了带有边界辅助的两个队列的系统,表示为连续时间的准生死过程(QBD)。根据我们的公式,此QBD具有“无限双”的相数。我们确定Neuts R矩阵的收敛范数,并因此确定无限系统衰减率可位于的区间。接下来,我们考虑原始系统的四个有限相逼近序列,其中第N个逼近具有2N +1个相。一种是通过截断无限系统而无需扩充的,而另一种则是通过使用不同的扩充方案来确保QBD的生成器保持保守的。没有截断的截断系统的矩阵{R_n}序列和具有增大的序列之一具有随着截断点趋于无穷大而逼近无限相R的收敛范数的谱半径。矩阵{R_N}的其他两个序列的光谱半径与截断大小无关,是恒定的,并且不等于无穷大R的收敛范数。

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