English

Simple error bounds for the QBD approximation of a special class of two dimensional reflecting random walks

Probability 2016-11-11 v2

Abstract

This paper considers the QBD approximation of a special class of two-dimensional reflecting random walks (2D-RRWs). A typical example of the 2D-RRWs is a two-node Jackson network with cooperative servers. The main contribution of this paper is to provide simple upper bounds for the relative absolute difference between the time-averaged functionals of the original 2D-RRW and its QBD approximation.

Keywords

Cite

@article{arxiv.1611.02407,
  title  = {Simple error bounds for the QBD approximation of a special class of two dimensional reflecting random walks},
  author = {Hiroyuki Masuyama and Yutaka Sakuma and Masahiro Kobayashi},
  journal= {arXiv preprint arXiv:1611.02407},
  year   = {2016}
}

Comments

This manuscript is the full version of the paper submitted to QTNA2016