A comparative analysis of the successive lumping and the lattice path counting algorithms

DOI10.1017/jpr.2015.12zbMath1343.60109arXiv1507.05301OpenAlexW2187915630MaRDI QIDQ2804417

Laurens C. Smit, Floske M. Spieksma, Michael N. Katehakis

Publication date: 29 April 2016

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

Full work available at URL: https://arxiv.org/abs/1507.05301

zbMATH Keywords

queueingMarkov chainssteady-state analysislattice path counting algorithmquasi birth-and-death processessuccessive lumping

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (4)

Time-dependent analysis of an \(\mathrm{M}/\mathrm{M}/c\) preemptive priority system with two priority classes ⋮ Matrix geometric approach for random walks: Stability condition and equilibrium distribution ⋮ Inventory systems with stochastic and batch demand: computational approaches ⋮ Parallel computing for Markov chains with islands and ports

Uses Software

• SMCSolver

Cites Work

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