A novel computational method for solving finite qbd processes

DOI10.1080/15326340008807588MaRDI QIDQ4484848zbMATH OpenOpenAlexFDO

Authors Nihat C. Oğuz, Khosrow Sohraby, Nail Akar

Publication date 16 October 2001

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340008807588

zbMATH Keywords

quasi-birth-and-death processstationary probability distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(28)

• Finding equilibrium probabilities of QBD processes by spectral methods when eigenvalues vanish
• On matrix-geometric solution of nested QBD chains
• A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process
• Algorithmic computation of \(MAP/PH/1\) queue with finite system capacity and two-stage vacations
• Numerical comparison of computational methods for QBD processes
• A new solution algorithm for skip-free processes to the left
• Stationary distributions of QBD and finite QBD
• Solution of finite QBD processes
• On the Solution to QBD Processes with Finite State Space
• Computing the r matrices in matrix-geometric solutions for a class of qbd queues: a phase substitution approach
• Utilization of the method of linear matrix equations to solve a quasi-birth-death problem
• A logarithmic reduction algorithm for quasi-birth-death processes
• Multi-state throughput analysis of a two-stage manufacturing system with parallel unreliable machines and a finite buffer
• SUFFICIENT CONDITIONS FOR A GEOMETRIC TAIL IN A QBD PROCESS WITH MANY COUNTABLE LEVELS AND PHASES
• ETAQA: an efficient technique for the analysis of QBD-processes by aggregation
• A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain
• Generalized folding-algorithm for sojourn time analysis of finite qbd processes and its queueing applications
• Computing stationary expectations in level-dependent QBD processes
• Transient analysis of piecewise homogeneous QBD process
• Stationary Distribution of Discrete-Time Finite-Capacity Queue with Re-sequencing
• Explicit solutions for continuous-time QBD processes by using relations between matrix geometric analysis and the probability generating functions method
• Tri-Layered QBD Processes with Boundary Assistance for Service Resources
• Characterization of the departure process from anME/ME/1queue
• scientific article; zbMATH DE number 956820 (Why is no real title available?)
• On the exact reproduction number in SIS epidemic models with vertical transmission
• A Markovian epidemic model in a resource-limited environment
• Comparing Some Algorithms for Solving QBD Processes Exhibiting Special Structures
• A computational approach to extreme values and related hitting probabilities in level-dependent quasi-birth-death processes

Describes a project that uses

Uses Software

• LAPACK

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