Calculating corrections to queueing system characteristics (Q912494)
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scientific article; zbMATH DE number 4145087
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| English | Calculating corrections to queueing system characteristics |
scientific article; zbMATH DE number 4145087 |
Statements
Calculating corrections to queueing system characteristics (English)
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1989
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A correction technique is proposed in order to estimate functionals of the ergodic distribution of a Markov chain by means of the known ergodic distribution of another Markov chain near to the original one. The chains contain a designated recurrent state 0. The correction term is formulated as expectation of random variables, and thus, the author emphasises the simulation issues of his method. Unfortunately, a restrictive assumption about the transition probabilities into the zero state of both chains is not motivated.
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stability
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correction technique
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ergodic distribution of a Markov chain
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0.9067538
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0.87207544
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0.8617491
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0.85960656
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0.85647213
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