Numerical Computation of Sojourn-Time Distributions in Queuing Networks

Abstract

Sojourn time distributions in queuing networks seldom possess closed-form analytical solu- tions. When overtaking is permitted, the sojourn times at indlwdual nodes are usually dependent, in which case the attendant distribution is mathematically intractable. In a previous paper the authors proposed a methodology utihzing randomization procedures to approximate sojourn time distributions in arbitrary discrete-state Markovian queuing networks. Th~s paper addresses the computational aspects of the methodology pertaining to implementation. Ways of improving the accuracy ofthe approximated distribution functions are also discussed.