Ramaswami's duality and probabilistic algorithms for determining the rate matrix for a structured GI/M/1 Markov chain

DOI10.1017/S1446181100009639zbMATH Open1069.60059MaRDI QIDQ3023705FDOQ3023705

Authors: Emma Hunt 

Publication date: 5 July 2005

Published in: The ANZIAM Journal (Search for Journal in Brave)

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Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Queueing theory (aspects of probability theory) (60K25)

Cites Work

• Improved cyclic reduction for solving queueing problems
• A logarithmic reduction algorithm for quasi-birth-death processes
• A duality theorem for the matrix paradigms in queueing theory
• A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
• A note on two matrices occurring in the solution of quasi-birth-and-death processes
• Birth-and-death processes on the integers with phases and general boundaries
• Probabilistic interpretations of some duality results for the matrix paradigms in queueing theory

Cited In (5)

• On the dual relationship between Markov chains of GI/M/1 and M/G/1 type
• A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain
• On ramaswami's algorithm for the computation of the steady state vector in markov chains ofM/G/1-Type
• A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
• A comparison of probabilistic and invariant subspace methods for the block \(M/G/1\) Markov chain

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