Spectral analysis of M/G/1 and G/M/1 type Markov chains

DOI10.2307/1427915zbMATH Open0845.60092OpenAlexW2062694901MaRDI QIDQ4877463FDOQ4877463

Authors: H. Richard Gail, S. L. Hantler, B. A. Taylor 

Publication date: 16 September 1996

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427915

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zbMATH Keywords

random walkWiener-Hopf equationsmatrix-analytic methodsshift operatortransform methodsMartin exit boundary

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

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• On the spectral analysis of second-order Markov chains
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• Spectral Analysis, without Eigenvectors, for Markov Chains
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• A simple and efficient computing procedure of the stationary system-length distributions for \(G I^X / D / c\) and \(B M a P / D / c\) queues
• Analytically explicit results for the GI/C-MSP/1/\(\infty \) queueing system using roots
• The BMAP/SM/1 retrial queue with controllable operation modes
• A simple eigenvalue method for low-order D-BMAP/G/1 queues
• Non-skip-free M/G/1-type Markov chains and Laurent matrix power series
• Moments of the queue size distribution in the MAP/G/1 retrial queue
• Analysis of \(D\)-\(BMAP/G/1\) queueing system under \(N\)-policy and its cost optimization
• Spectral analysis of random-to-random Markov chains
• Exact asymptotic formulae of the stationary distribution of a discrete-time two-dimensional QBD process
• Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models
• Analysis of the \(BMAP/G/1\) retrial system with search of customers from the orbit
• Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
• Performance analysis of buffers with train arrivals and correlated output interruptions
• Analysis of a population model with batch Markovian arrivals influenced by Markov arrival geometric catastrophes
• The queue GeoX/G/1/N+1 revisited
• Stochastic and substochastic solutions for infinite-state Markov chains with applications to matrix-analytic methods
• Queueing system \(BMAP/G/1\) with repeated calls.
• BMAP/G/1 queue with correlated arrivals of customers and disasters.
• An explicit solution to a particular Markov chain of M/G/1 type
• An \(M/M/2\)-parallel system model with pure space sharing among rigid jobs
• Decay rates for quasi-birth-and-death processes with countably many phases and tridiagonal block generators
• AMAP/G/1 Queue with an Underlying Birth–Death Process

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