A logarithmic reduction algorithm for quasi-birth-death processes

DOI10.2307/3214773MaRDI QIDQ4274457zbMATH OpenOpenAlexFDO

Authors Guy Latouche, Vaidyanathan Ramaswami

Publication date 25 May 1994

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214773

zbMATH Keywords

irreducible chainminimal nonnegative solutionsnumerical examplesquadratic convergencequasi-birth-death processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99)

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• The matrices R and G of matrix analytic methods and the time-inhomogeneous periodic quasi-birth-and-death process
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• Bayesian analysis of \(Er/M/1\) and \(Er/M/c\) queues
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• Computations with infinite Toeplitz matrices and polynomials
• A QBD approach to evolutionary game theory
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• A general theory on spectral properties of state-homogeneous finite-state quasi-birth-death processes
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• Condition numbers and backward error of a matrix polynomial equation arising in stochastic models
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• Wavelet transform for quasi-birth-death process with a continuous phase set
• Ramaswami's duality and probabilistic algorithms for determining the rate matrix for a structured GI/M/1 Markov chain
• On a customer-induced interruption in a service system
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• DES and RES processes and their explicit solutions
• The unreliable M/M/1 retrial queue in a random environment
• Shift Techniques and Canonical Factorizations in the Solution of M/G/1-Type Markov Chains
• Risk processes analyzed as fluid queues
• Characterization of the departure process from anME/ME/1queue
• scientific article; zbMATH DE number 967319 (Why is no real title available?)
• Efficient algorithms for transient analysis of stochastic fluid flow models
• Highly accurate Latouche-Ramaswami logarithmic reduction algorithm for quasi-birth-and-death process
• Analysis of multiserver queues with constant retrial rate
• Solving matrix polynomial equations arising in queueing problems
• A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
• Computational procedures for a class of GI/D/\(k\) systems in discrete time
• Comparing Some Algorithms for Solving QBD Processes Exhibiting Special Structures
• Analysis of \(MAP/PH/1\) queueing model subject to two-stage vacation policy with imperfect service, setup time, breakdown, delay time, phase type repair and reneging customer

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