Copyright © 2004 Elsevier B.V. All rights reserved.
Compositional reversed Markov processes, with applications to G-networks
Received 8 March 2003;
Abstract
Stochastic networks defined by a collection of cooperating agents are solved for their equilibrium state probability distribution by a new compositional method. The agents are processes formalised in a Markovian Process Algebra, which enables the reversed stationary Markov process of a cooperation to be determined symbolically under appropriate conditions. From the reversed process, a separable (compositional) solution follows immediately for the equilibrium state probabilities. The well-known solutions for networks of queues (Jackson’s theorem) and G-networks (with both positive and negative customers) can be obtained simply by this method. Here, the reversed processes, and hence product-form solutions, are derived for more general cooperations, focussing on G-networks with chains of triggers and generalised resets, which have some quite distinct properties from those proposed recently. The methodology’s principal advantage is its potential for mechanisation and symbolic implementation; many equilibrium solutions, both new and derived elsewhere by customised methods, have emerged directly from the compositional approach. As further examples, we consider a known type of fork-join network and a queueing network with batch arrivals.
Author Keywords: Product-forms; Process Algebra; G-networks; Markov processes
Article Outline
- 1. Introduction
- 2. Background and previous results
- 2.1. Process algebraic formalism
- 2.2. Reversed Markov processes and RCAT
- 2.3. Application of RCAT in practice
- 3. Gelenbe networks and extensions
- 3.1. Two G-queues with triggers
- 3.2. Multiple cooperations and negative triggers
- 3.3. Split passive actions
- 3.4. Extensions of G-networks
- 3.5. Generalised G-networks
- 4. Further product-forms
- 4.1. A fork-join network
- 4.1.1. A synchronised join-buffer
- 4.1.2. Synchronised arrival processes
- 4.1.3. Chains of positive triggers
- 4.2. A queueing network with batches
- 4.3. Batch removals
- 4.4. Arbitrary batch input and output
- 5. Conclusion
- Appendix A. Reversed Compound Agent Theorem (RCAT)
- Appendix B. Balance equations in Section 3.4.1
- References
- Vitae






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