Algorithms for Markov stochastic models

DOI10.1007/BF02884726zbMath1004.60095OpenAlexW1982389292MaRDI QIDQ701586

D. Kharzeev

Publication date: 6 February 2003

Published in: Chinese Science Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02884726

zbMATH Keywords

algorithmstationary solutionsfirst passage timetransient solutionsuniform error

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• First passage times for multidimensional denumerable state Markov processes
• Many server queueing processes with Poisson input and exponential service times
• The busy period of queues which have a matrix-geometric steady state probability vector
• Numerical transient analysis of Markov models
• Transient solutions in Markovian queues. An algorithm for finding them and determining their waiting-time distributions
• Transient solutions for multidimensional denumerable state Markov processes
• First passage times: Busy periods and waiting times
• The matched queueing network \(PH/M/c\to\circ PH/PH/1\)
• Time-Dependent Solution of the Many-Server Poisson Queue
• Transient Behavior of Single-Server Queuing Processes with Recurrent Input and Exponentially Distributed Service Times
• The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
• Randomization Procedures in the Computation of Cumulative-Time Distributions over Discrete State Markov Processes
• Transient analysis of quasi-birth-death processes
• Numerical Computation of Sojourn-Time Distributions in Queuing Networks
• The distribution of the first passage time for the markov processes ofGI/M/LType
• A logarithmic reduction algorithm for quasi-birth-death processes
• Computation of Steady-State Probabilities for Infinite-State Markov Chains with Repeating Rows
• Transient solutions for denumerable-state Markov processes
• First passage times and their algorithms for markov processes
• A decomposition theorem for infinite stochastic matrices
• Some properties of the rate perators in level dependent uasi-birth-and-death processes with countable number of phases
• On the many server queue with exponential service times
• Transient behavior of multi-server queues with recurrent input and exponential service times

This page was built for publication: Algorithms for Markov stochastic models