Solving m/g/l type markov chains: recent advances and applications

DOI10.1080/15326349808807483MaRDI QIDQ4385233zbMATH OpenOpenAlexWikidataFDO

Authors B. Meini

Publication date 17 April 2000

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

Full work available at URL https://doi.org/10.1080/15326349808807483

zbMATH Keywords

fast Fourier transformToeplitz matricesM/G/1 type matrices

Mathematics Subject Classification ID

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

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(18)

• A unified method of analysis for queues with Markovian arrivals
• Computations with infinite Toeplitz matrices and polynomials
• Numerical Methods for Structured Markov Chains
• Several Types of Ergodicity for M/G/1-Type Markov Chains and Markov Processes
• Computation of invariant measures and stationary expectations for Markov chains with block-band transition matrix
• A non-inverse general matrix analytical solution method
• Approximated Transient Queue Length and Waiting Time Distributions via Steady State Analysis
• Stationary analysis of a fluid queue driven by some countable state space Markov chain
• A method for calculating successive approximate solutions for a class of block banded M/G/1 type Markovian models
• Solving certain queueing problems modelled by Toeplitz matrices
• Risk processes analyzed as fluid queues
• A family of fast fixed point iterations for M/G/1-type Markov chains
• Numerical analysis of M/G/1 type queueing systems with phase type transition structure
• An explicit solution to a particular Markov chain of M/G/1 type
• Triangular \(M/G/1\)-type and tree-like quasi-birth-death Markov chains
• scientific article; zbMATH DE number 1974610 (Why is no real title available?)
• A fast Newton's iteration for M/G/1-type and GI/M/1-type Markov chains
• A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain

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