Marcel F. Neuts opened a key door in numerical computation of stochastic
models by means of phase-type (PH) distributions and Markovian arrival
processes (MAPs). To celebrate his 75th birthday, this paper reports a more
general framework of Markovian supermarket models, including a system of
differential equations for the fraction measure and a system of nonlinear
equations for the fixed point.
In this paper, we provide a matrix-analytic solution for randomized load
balancing models (also known as \emph{supermarket models}) with phase-type (PH)
service times. Generalizing the service times to the phase-type distribution
makes the analysis of the supermarket models more difficult and challenging
than that of the exponential service time case which has been extensively
discussed in the literature.
In this paper, we provide a novel matrix-analytic approach for studying
doubly exponential solution of randomized load balancing models (also known as
the supermarket models) with Markovian arrival processes (MAPs) and PH service
times. We describe the supermarket model as a system of differential vector
equations, and obtain a close-form solution: doubly exponential structure, for
the fixed point of the system of differential vector equations.
In this paper, we provide a novel and simple approach to study the
supermarket model with general service times.