1 Mathematical Statistics, Department of Informatics and Mathematical Modeling, Technical University of Denmark2 Department of Informatics and Mathematical Modeling, Technical University of Denmark3 unknown4 Department of Applied Mathematics and Computer Science, Technical University of Denmark
In this paper we introduce the concept of a Quasi-Birth-and-Death process (QBD) with Rational Arrival Process components. We use the physical interpretation of a Rational Arrival Process (RAP), developed by Asmussen and Bladt, to consider such a Markov process. We exploit this interpretation to develop an analytic method for such a process, that parallels the analysis of a traditional QBD. We demonstrate the analysis by considering a queue where the arrival process and the sequence of service times are derived from two different RAPs that are not just Markovian Arrival processes. We also introduce an element of correlation between the arrival process and the sequence of service times.
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D T U Compute. Technical Report
Informatics and Mathematical Modelling, Technical University of Denmark, DTU, 2007