The solution of certain two-dimensional Markov models

DOI10.2307/1426522MaRDI QIDQ3959236zbMATH OpenOpenAlexFDO

Authors Guy Fayolle, P. J. B. King, I. Mitrani

Publication date 1982

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

Full work available at URL https://doi.org/10.2307/1426522

zbMATH Keywords

birth-and-death processpriority queuesRiemann-Hilbert problemsteady-state distribution

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Cited in

(16)

• Ergodicity conditions for two-dimensional Markov chains on the positive quadrant
• Boundary value problems in queueing theory
• On random walks arising in queueing systems: Ergodicity and transience via quadratic forms as Lyapounov functions. I
• On partially homogeneous nearest-neighbour random walks in the quarter plane and their application in the analysis of two-dimensional queues with limited state-dependency
• The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems
• Exact tail asymptotics in a priority queue -- characterizations of the preemptive model
• On the structure and solutions of functional equations arising from queueing models
• Estimates of some characteristics of multidimensional birth-and-death processes
• Estimation of probabilities for multidimensional birth-death processes
• A First-Passage-Time Problem for Symmetric and Similar Two-Dimensional Birth–Death Processes
• Heavy-traffic approximations for a layered network with limited resources
• Analysis of generalized processor-sharing systems with two classes of customers and exponential services
• Tail asymptotics for a generalized two-demand queueing model -- a kernel method
• Passage-times for partially-homogeneous reflected random walks on the quadrant
• Modeling the random spreading of fake news through a two-dimensional time-inhomogeneous birth-death process
• A retrial system with two input streams and two orbit queues

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