An invariant subspace approach in m/g/l and g/m/l type markov chains

DOI10.1080/15326349708807433zbMATH Open0896.60061OpenAlexW2092378115MaRDI QIDQ4354598FDOQ4354598

Authors: Khosrow Sohraby, Nail Akar 

Publication date: 1 October 1998

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349708807433

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zbMATH Keywords

convergence ratesnonlinear matrix equationsmatrix sign functionpolynomial and rational matricesM/G/1 and G/M/1 type Markov chainsleft and right invariant subspacesmatrix fractional descriptions

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cited In (16)

• On the dual relationship between Markov chains of GI/M/1 and M/G/1 type
• A fast Newton's iteration for M/G/1-type and GI/M/1-type Markov chains
• A fast Newton-Shamanskii iteration for a matrix equation arising from M/G/1-type Markov chains
• A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain
• Relaxed functional iteration techniques for the numerical solution of \(M/G/1\) type Markov chains
• Solving matrix polynomial equations arising in queueing problems
• Infinite- and finite-buffer Markov fluid queues: a unified analysis
• A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
• Computational procedures for a class of GI/D/\(k\) systems in discrete time
• A numerically efficient method for the \(MAP/D/1/K\) queue via rational approximations
• A. B. Clarke's Tandem Queue Revisited—Sojourn Times
• Condition numbers and backward error of a matrix polynomial equation arising in stochastic models
• Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$
• Queue-length, waiting-time and service batch size analysis for the discrete-time \(GI/D-MSP^{\text{(a,b)}}/1/\infty\) queueing system
• Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models
• The morphing of fluid queues into Markov-modulated Brownian motion

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