Numerical method for discrete-time finite-buffer queues with some regenerative structure

DOI10.1081/STM-120002773MaRDI QIDQ4532394zbMATH OpenFDO

Authors Fumio Ishizaki

Publication date 15 December 2002

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STM-120002773

zbMATH Keywords

discrete-time single-server finite-buffer queuesstationary distribution

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Computational methods for sparse matrices (65F50) Queues and service in operations research (90B22)

Review text

The paper considers a discrete-time Markov chain whose transition probability matrix has an upper block Hessenberg form and down-shift matrices have special structures. These chains describe a class of discrete-time single-server finite-buffer queues. The paper develops a numerical method to compute the stationary distribution of this Markov chain.

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Cites work

• A Queue with Service Interruptions in an Alternating Random Environment
• A stable recursion for the steady state vector in markov chains of m/g/1 type
• Finite Markov chain models skip-free in one direction
• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• scientific article; zbMATH DE number 729460 (Why is no real title available?)
• Loss probability in a finite discrete-time queue in terms of the steady state distribution of an infinite queue
• On truncation properties of finite-buffer queues and queueing networks
• Queueing systems with vacations - a survey
• Regenerative Analysis and Steady State Distributions for Markov Chains
• Representation Theory for Denumerable Markov Chains

Cited in

(2)

• The finite element method for computing the stationary distribution of an SRBM in a hypercube with applications to finite buffer queueing networks
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