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arXiv · 1611.02407

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

Hiroyuki Masuyama·Yutaka Sakuma·Masahiro Kobayashi
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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.

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Hiroyuki Masuyama, Yutaka Sakuma, Masahiro Kobayashi. 2016-11-08. Simple error bounds for the QBD approximation of a special class of two dimensional reflecting random walks. https://arxiv.org/abs/1611.02407

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