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

From MaRDI portal
Publication:3825892


DOI10.2307/1427202zbMath0672.60090MaRDI QIDQ3825892

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


60J25: Continuous-time Markov processes on general state spaces

60K25: Queueing theory (aspects of probability theory)

90B22: Queues and service in operations research


Related Items

Markov-renewal fluid queues, FLUID MODELS WITH JUMPS, Queues with Correlated Service and Inter-Arrival Times and Their Application to Optical Buffers, Stochastic fluid models with upward jumps and phase transitions, A tollbooth tandem queue with heterogeneous servers, An approximation model for sojourn time distributions in acyclic multi-server queueing networks, Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs, Parametric survival densities from phase-type models, Ladder heights and the Markov-modulated M/G/1 queue, From the matrix-geometric to the matrix-exponential, Computational methods in risk theory: a matrix-algorithmic approach, Large claims approximations for risk processes in a Markovian environment, Inpatient boarding in emergency departments: impact on patient delays and system capacity, Analysis of a continuous time SM[K/PH[K]/1/FCFS queue: age process, sojourn times, and queue lengths], Predicting departure times in multi-stage queueing systems, Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes., Analysis of a single server queue with interdependence of arrival and service processes -- a semi-Markov approach, Queues in DOCSIS cable modem networks, Sojourn time distributions in the queue defined by a general QBD process, A transient analysis of Markov fluid models with jumps, Age process, workload process, sojourn times, and waiting times in a discrete time SM[K/PH[K]/1/FCFS queue], A fluid model with upward jumps at the boundary, Commuting Matrices in the Queue Length and Sojourn Time Analysis of MAP/MAP/1 Queues, Workload Process, Waiting Times, and Sojourn Times in a Discrete TimeMMAP[K/SM[K]/1/FCFS Queue]