Stationary analysis of a fluid queue driven by some countable state space Markov chain (Q2475267): Difference between revisions
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Revision as of 10:27, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Stationary analysis of a fluid queue driven by some countable state space Markov chain |
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Stationary analysis of a fluid queue driven by some countable state space Markov chain (English)
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11 March 2008
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In the paper, a general algorithm for computing the stationary distribution and related characteristics of an infinite buffer fluid queue driven by a Markov chain with a countable state of space, while controlling the error, is presented. The precise algorithms to compute the stationary buffer level distribution for particular classes of Markov chains such as quasi birth and death processes and \(GI/M/1\) type Markov chains are described in details.
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fluid queues
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Markov chains
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uniformization
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stationary regime
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numerical algorithm
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