Computing the conditional stationary distribution in Markov chains of level-dependent M/G/1-type
DOI10.1080/15326349.2018.1451753zbMATH Open1391.60223OpenAlexW2797291416MaRDI QIDQ4643640FDOQ4643640
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
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Cites Work
- Introduction to Matrix Analytic Methods in Stochastic Modeling
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- Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes
- Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory
- 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
- AnRG-Factorization Approach for a BMAP/M/1 Generalized Processor-Sharing Queue
Cited In (6)
- 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
- Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities
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