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

DOI10.1017/S1446181100009639MaRDI QIDQ3023705zbMATH OpenFDO

Authors Emma Hunt

Publication date 5 July 2005

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

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)

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Cites work

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

Cited in

(5)

• A comparison of probabilistic and invariant subspace methods for the block \(M/G/1\) 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 finding the rate matrix of a block-GI/M/1 Markov chain
• On the dual relationship between Markov chains of GI/M/1 and M/G/1 type
• A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain

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