Exploiting the Toeplitz structure in certain queueing problems

DOI10.1007/BF02576006zbMath0904.65148OpenAlexW2095054526MaRDI QIDQ1127955

Beatrice Meini, Dario Andrea Bini

Publication date: 10 August 1998

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02576006

zbMATH Keywords

algorithmsMarkov chainsSchur complementfast Fourier transformToeplitz matricesqueueing theorydisplacement rankfast polynomial computations

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99)

Related Items

A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain

Uses Software

• na12

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Spectral and computational properties of band symmetric Toeplitz matrices
• LU decomposition of M-matrices by elimination without pivoting
• Improved parallel computations with Toeplitz-like and Hankel-like matrices
• Improved cyclic reduction for solving queueing problems
• New convergence results on functional iteration techniques for the numerical solution of M/G/1 type Markov chains
• Inverting block Toeplitz matrices in block Hessenberg form by means of displacement operators: Application to queueing problems
• On a two-level multigrid solution method for finite Markov chains
• A discrete MAP/PH/1 queue with vacations and exhaustive time-limited service
• Displacement ranks of a matrix
• A Combined Direct-Iterative Method for Certain M-Matrix Linear Systems
• Regenerative Analysis and Steady State Distributions for Markov Chains
• Nonlinear Matrix Equations in Applied Probability—Solution Techniques and Open Problems
• A stable recursion for the steady state vector in markov chains of m/g/1 type
• A logarithmic reduction algorithm for quasi-birth-death processes
• Some steady-state distributions for theMAP /SM /1 queue
• Newton's iteration for non-linear equations in Markov chains
• An improved FFT-based version of Ramaswami's formula
• Non-Skip-Free M/G/1 and G/M/1 Type Markov Chains
• On the Solution of a Nonlinear Matrix Equation Arising in Queueing Problems
• Experimental results on matrix-analytical solution techniques–extensions and comparisons
• On the solution of block Hessenberg systems
• Displacement Structure: Theory and Applications
• Computer Performance Evaluation. Modelling Techniques and Tools
• On Direct Methods for Solving Poisson’s Equations