Phil Pollett

Approximations for the Long-Term Behavior of an Open-Population Epidemic Model

A simple stochastic epidemic model incorporating births into the susceptible class is considered. An approximation is derived for the mean duration of the epidemic. It is proved that the epidemic ultimately dies out with probability 1. The limiting behavior of the epidemic conditional on non-extinction is studied using approximation methods. Two different diffusion approximations are described and compared.

Markovian bulk-arrival and bulk-service queues with state-dependent control

We study a modified Markovian bulk-arrival and bulk-service queue incorporating state-dependent control. The stopped bulk-arrival and bulk-service queue is first investigated and the relationship with our queueing model is examined and exploited. Equilibrium behaviour is studied and the probability generating function of the equilibrium distribution is obtained. Queue length behaviour is also examined and the Laplace transform of the queue length distribution is presented. The important questions regarding hitting time and busy period distributions are answered in detail and the Laplace transforms of these distributions are presented. Further properties including expectations of hitting times and busy period are also explored.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuters lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

Two-Link Approximation Schemes for Loss Networks with Linear Structure and Trunk Reservation

Loss networks have long been used to model various types of telecommunication network, including circuit-switched networks. Such networks often use admission controls, such as trunk reservation, to optimize revenue or stabilize the behaviour of the network. Unfortunately, an exact analysis of such networks is not usually possible, and reduced-load approximations such as the Erlang Fixed Point (EFP) approximation have been widely used. The performance of these approximations is typically very good for networks without controls, under several regimes. There is evidence, however, that in networks with controls, these approximations will in general perform less well. We propose an extension to the EFP approximation that gives marked improvement for a simple ring-shaped network with trunk reservation. It is based on the idea of considering pairs of links together, thus making greater allowance for dependencies between neighbouring links than does the EFP approximation, which only considers links in isolation.

The quasistationary distributions of level-independent quasi-birth-and-death processes

For evanescent Markov processes with a single transient communicating class, it is often of interest to examine the stationary probabilities that the process resides in the various transient states, conditional on absorption not having taken place. Such distributions are known as quasistationary distributions. In this paper we consider the determination of a family of quasistationary distributions of a general level-independent quasi-birth-and-death process (QBD). These distributions are shown to have a form analogous to the quasistationary distributions exhibited by birth-and-death processes. We briefly discuss methods for the computation of these quasistationary distributions