Markov processes whose steady state distribution is matrix-exponential with an application to the GI/PH/1 queue

DOI10.2307/1427202zbMATH Open0672.60090OpenAlexW2068404304MaRDI QIDQ3825892FDOQ3825892

Authors: Bhaskar Sengupta 

Publication date: 1989

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427202

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• scientific article; zbMATH DE number 6002504

zbMATH Keywords

bivariate Markov processenvironmental changesqueue length distributionsrepresentations of the waiting timesteady state density

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on general state spaces (60J25)

Cited In (36)

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• A new informative embedded Markov renewal process for the PH/G/1 queue
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• Computational methods in risk theory: a matrix-algorithmic approach
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• An operational calculus for matrix-exponential distributions, with applications to a Brownian \((q,Q)\) inventory model
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• Markov-renewal fluid queues
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• A transient analysis of Markov fluid models with jumps
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• Markov chain representations of discrete distributions applied to queueing models
• Stochastic fluid models with upward jumps and phase transitions
• Queues with Correlated Service and Inter-Arrival Times and Their Application to Optical Buffers
• Parametric survival densities from phase-type models
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• Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes.
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• Predicting departure times in multi-stage queueing systems
• From the matrix-geometric to the matrix-exponential

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