Fundamental matrix of transient QBD generator with finite states and level dependent transitions

DOI10.1142/S0217595909002407MaRDI QIDQ5850792zbMATH OpenOpenAlexFDO

Authors Yang Woo Shin

Publication date 15 January 2010

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595909002407

zbMATH Keywords

first passage timefundamental matrixlevel-dependent quasi-birth-and-death processmultiprogramming modelretrial queue

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Queueing theory (aspects of probability theory) (60K25)

Recommendations

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• Quasistationary distributions for level-dependent quasi-birth-and-death processes

Cites work

• Birth-and-death processes on the integers with phases and general boundaries
• Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes
• Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries
• Finite birth-and-death models in randomly changing environments
• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Matrix Analysis
• On matrix-geometric solution of nested QBD chains
• Retrial Queueing Systems

Cited in

(8)

• A successive censoring algorithm for a system of connected LDQBD-processes
• A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains
• Error bounds for augmented truncation approximations of continuous-time Markov chains
• The time-dependent expected reward and deviation matrix of a finite QBD process
• \(\mathrm{M}/\mathrm{M}/c\) retrial queue with multiclass of customers
• Dimension reduction for approximation of advanced retrial queues : tutorial and review
• APPROXIMATION OF PH/PH/c RETRIAL QUEUE WITH PH-RETRIAL TIME
• Algorithmic approach to Markovian multi-server retrial queues with vacations

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