Algorithmic Computation of the Time-Dependent Solution of Structured Markov Chains and Its Application to Queues

DOI10.1080/15326340500294603zbMath1082.60086OpenAlexW2156249942MaRDI QIDQ5711158

Hiroyuki Masuyama, Tetsuya Takine

Publication date: 9 December 2005

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340500294603

zbMATH Keywords

time-dependent solutionsbivariate Markov chainsBMAP/PH/1 queues

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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Cites Work

• Multidimensional transform inversion with applications to the transient \(M/G/1\) queue
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• Spectral Theory for Skip-Free Markov Chains
• The transient BMAP/G/l queue
• Further transient analysis of theBMAP/G/1 Queue
• Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes
• Some properties of the rate perators in level dependent uasi-birth-and-death processes with countable number of phases