Multi-dimensional quasi-Toeplitz Markov chains

DOI10.1155/S1048953399000337MaRDI QIDQ1566523zbMATH OpenOpenAlexFDO

Authors Alexander Dudin, Valentina Klimenok

Publication date 26 April 2001

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/48705

zbMATH Keywords

batch Markovian arrival processquasi-Toeplitz Markov chainsynchronous random environment

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Queues and service in operations research (90B22)

Review text

Summary: This paper deals with multidimensional quasi-Toeplitz Markov chains. We establish a sufficient equilibrium condition and derive a functional matrix equation for the corresponding vector-generating function, whose solution is given algorithmically. The results are demonstrated in the form of examples and applications in queues with BMAP-input, which operate in synchronous random environment.

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Cited in

(20)

• Multi-dimensional Q-processes
• Queueing systems with correlated arrival flows and their applications to modeling telecommunication networks
• Computation of the moments of queue length in the $BMAP \slash SM \slash 1$ queue
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• Analysis of the \(BMAP/G/1\) retrial system with search of customers from the orbit
• Applying Foster's criteria to a \(GI/PH/1\) queueing system
• The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails
• A \(BMAP/SM/1\) queueing system with hybrid operation mechanism
• A bibliographical guide to the analysis of retrial queues through matrix analytic techniques
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• Markov chains with quasitoeplitz transition matrix: first zero hitting
• RETRIAL NETWORKS WITH FINITE BUFFERS AND THEIR APPLICATION TO INTERNET DATA TRAFFIC
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• On a BMAP/G/1 Retrial System with Two Types of Search of Customers from the Orbit
• On the ergodicity of a class of level-dependent quasi-birth-and-death processes
• Markov Chains with Hybrid Repeating Rows - Upper-Hessenberg, Quasi-Toeplitz Structure of the Block Transition Probability Matrix
• A \(BMAP/PH/1\) queue with feedback operating in a random environment
• Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory
• Multi-server queueing system with a batch Markovian arrival process and negative customers
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