A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain

DOI10.1017/S144618110001350XMaRDI QIDQ4831771zbMATH OpenOpenAlexFDO

Authors Emma Hunt

Publication date 3 January 2005

Published in The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s144618110001350x

zbMATH Keywords

block-GI/M/1 Markov chainGI/M/1 queueing modelnumerical examplesprobabilistic algorithmrate matrix

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
• scientific article; zbMATH DE number 1867245
• Ramaswami's duality and probabilistic algorithms for determining the rate matrix for a structured GI/M/1 Markov chain
• A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain
• scientific article; zbMATH DE number 1234616
• scientific article; zbMATH DE number 849077
• Algorithms for determining the state-time probabilities and the limit matrix in Markov chains
• Entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains

Cites work

• A duality theorem for the matrix paradigms in queueing theory
• A logarithmic reduction algorithm for quasi-birth-death processes
• A novel computational method for solving finite qbd processes
• A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
• A Schur method for solving algebraic Riccati equations
• An invariant subspace approach in m/g/l and g/m/l type markov chains
• Improved cyclic reduction for solving queueing problems
• Probabilistic interpretations of some duality results for the matrix paradigms in queueing theory

Cited in

(3)

• Ramaswami's duality and probabilistic algorithms for determining the rate matrix for a structured GI/M/1 Markov chain
• Computing the fundamental matrix of an M/G/1–type Markov chain
• scientific article; zbMATH DE number 1234616 (Why is no real title available?)

This page was built for publication: A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4831771)