Abstract
In this paper we present an approach to compute the invariant vector of the Nā+ā1 state Markov chain P presented in (Rogiest et al., Lecture Notes in Computer Science, NET-COOP 2007 Special Issue, pp. 4465:185-194) to determine the loss rate of an FDL buffer consisting of N lines, by solving a related Hessenberg system (i.e., a Markov chain skip-free in one direction). This system is obtained by inserting additional time instants in the sample paths of P and allows us to compute the loss rate for various FDL lengths by solving a single system. This is shown to be especially effective in reducing the computation time of the heuristic LRA algorithm presented in (Lambert et al., Proc. NAEC 2005, pp. 545-555) to optimize the FDL lengths, where improvements of several orders of magnitude can be realized.
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Lambert, J., Rogiest, W., Van Houdt, B., Fiems, D., Blondia, C., Bruneel, H. (2008). A Hessenberg Markov Chain for Fast Fibre Delay Line Length Optimization. In: Al-Begain, K., Heindl, A., Telek, M. (eds) Analytical and Stochastic Modeling Techniques and Applications. ASMTA 2008. Lecture Notes in Computer Science, vol 5055. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-68982-9_8
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DOI: https://doi.org/10.1007/978-3-540-68982-9_8
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