A novel computational method for solving finite qbd processes

DOI10.1080/15326340008807588MaRDI QIDQ4484848zbMATH OpenOpenAlexFDO

Authors Nihat C. Oğuz, Khosrow Sohraby, Nail Akar

Publication date 16 October 2001

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

Full work available at URL https://doi.org/10.1080/15326340008807588

zbMATH Keywords

quasi-birth-and-death processstationary probability distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

• Solution of finite QBD processes
• On the Solution to QBD Processes with Finite State Space
• Numerical comparison of computational methods for QBD processes
• Comparing Some Algorithms for Solving QBD Processes Exhibiting Special Structures
• Explicit solutions for continuous-time QBD processes by using relations between matrix geometric analysis and the probability generating functions method
• Finding equilibrium probabilities of QBD processes by spectral methods when eigenvalues vanish
• Computing stationary expectations in level-dependent QBD processes
• Kronecker-Based Infinite Level-Dependent QBD Processes

Cited in

(24)

• Explicit solutions for continuous-time QBD processes by using relations between matrix geometric analysis and the probability generating functions method
• A logarithmic reduction algorithm for quasi-birth-death processes
• On the Solution to QBD Processes with Finite State Space
• A new solution algorithm for skip-free processes to the left
• On the exact reproduction number in SIS epidemic models with vertical transmission
• Algorithmic computation of \(MAP/PH/1\) queue with finite system capacity and two-stage vacations
• On matrix-geometric solution of nested QBD chains
• A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain
• Numerical comparison of computational methods for QBD processes
• Transient analysis of piecewise homogeneous QBD process
• Utilization of the method of linear matrix equations to solve a quasi-birth-death problem
• Comparing Some Algorithms for Solving QBD Processes Exhibiting Special Structures
• Computing stationary expectations in level-dependent QBD processes
• Multi-state throughput analysis of a two-stage manufacturing system with parallel unreliable machines and a finite buffer
• A Markovian epidemic model in a resource-limited environment
• A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process
• Stationary Distribution of Discrete-Time Finite-Capacity Queue with Re-sequencing
• Generalized folding-algorithm for sojourn time analysis of finite qbd processes and its queueing applications
• ETAQA: an efficient technique for the analysis of QBD-processes by aggregation
• Characterization of the departure process from anME/ME/1queue
• Stationary distributions of QBD and finite QBD
• SUFFICIENT CONDITIONS FOR A GEOMETRIC TAIL IN A QBD PROCESS WITH MANY COUNTABLE LEVELS AND PHASES
• Tri-Layered QBD Processes with Boundary Assistance for Service Resources
• Finding equilibrium probabilities of QBD processes by spectral methods when eigenvalues vanish

Describes a project that uses

Uses Software

• LAPACK

This page was built for publication: A novel computational method for solving finite qbd processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4484848)