Computing the conditional stationary distribution in Markov chains of level-dependent M/G/1-type

DOI10.1080/15326349.2018.1451753MaRDI QIDQ4643640zbMATH OpenOpenAlexFDO

Authors Masatoshi Kimura, Tetsuya Takine

Publication date 28 May 2018

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349.2018.1451753

zbMATH Keywords

error boundcomputational algorithmlevel dependenceconditional stationary distributionMarkov chains of \(\mathrm{M}/\mathrm{G}/1\)-type

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• Analysis and computation of the stationary distribution in a special class of Markov chains of level-dependent \(\mathrm{M}/\mathrm{G}/1\)-type and its application to \(\mathrm{BMAP}/\mathrm{M}/\infty\) and \(\mathrm{BMAP}/\mathrm{M}/c+\mathrm{M}\) queues
• scientific article; zbMATH DE number 44744
• Effective algorithm for computation of the stationary distribution of multi-dimensional level-dependent Markov chains with upper block-Hessenberg structure of the generator
• Non-Skip-Free M/G/1 and G/M/1 Type Markov Chains
• On the asymptotic behaviour of the stationary distribution of markov chains of M/G/1-type

Cites work

• scientific article; zbMATH DE number 1034200 (Why is no real title available?)
• scientific article; zbMATH DE number 3320765 (Why is no real title available?)
• AnRG-Factorization Approach for a BMAP/M/1 Generalized Processor-Sharing Queue
• Analysis and computation of the stationary distribution in a special class of Markov chains of level-dependent \(\mathrm{M}/\mathrm{G}/1\)-type and its application to \(\mathrm{BMAP}/\mathrm{M}/\infty\) and \(\mathrm{BMAP}/\mathrm{M}/c+\mathrm{M}\) queues
• Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory

Cited in

(6)

• Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities
• A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains
• On level-dependent QBD processes with explosive state space
• Analysis and computation of the stationary distribution in a special class of Markov chains of level-dependent \(\mathrm{M}/\mathrm{G}/1\)-type and its application to \(\mathrm{BMAP}/\mathrm{M}/\infty\) and \(\mathrm{BMAP}/\mathrm{M}/c+\mathrm{M}\) queues
• A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility
• Subexponential asymptotics of asymptotically block-Toeplitz and upper block-Hessenberg Markov chains

This page was built for publication: Computing the conditional stationary distribution in Markov chains of level-dependent \(\mathrm{M}/\mathrm{G}/1\)-type

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4643640)