Asymptotic variance rate of the output of a transfer line with no buffer storage and cycle-dependent failures
In this study the variability properties of the output of transfer lines are investigated. The asymptotic variance rate of the output of an N-station synchronous transfer line with no inter-station buffers and cycle-dependent failures is analytically determined. Unlike the other studies, the analytical method presented in this study yields a closed-form expression for the asymptotic variance rate of the output. The method is based on a general result derived for irreducible recurrent Markov chains. Namely, the limiting variance of the number of visits to a state of an irreducible recurrent Markov chain is obtained from the n-step transition probability function. Thus, the same method can be used in other applications where the limiting variance of the number of visits to a state of an irreducible recurrent Markov chain is of interest. Numerical results show that the asymptotic variance rate of the output does not monotonically increase as the number of stations in the transfer line increases. The asymptotic variance rate of the output may first increase and then decrease depending on the station parameters. This property of the production rate is investigated through numerical experiments and the results are presented. (C) 1999 Elsevier Science Ltd. All rights reserved.
asymptotic variance rate of the output transfer lines variance of the number of visits to a state markov chain models