Ramaswami's duality and probabilistic algorithms for determining the rate matrix for a structured GI/M/1 Markov chain
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Publication:3023705
DOI10.1017/S1446181100009639zbMath1069.60059MaRDI QIDQ3023705
Publication date: 5 July 2005
Published in: The ANZIAM Journal (Search for Journal in Brave)
Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Numerical analysis or methods applied to Markov chains (65C40)
Cites Work
- A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
- Improved cyclic reduction for solving queueing problems
- A duality theorem for the matrix paradigms in queueing theory
- A note on two matrices occurring in the solution of quasi-birth-and-death processes
- Birth-and-death processes on the integers with phases and general boundaries
- A logarithmic reduction algorithm for quasi-birth-death processes
- Probabilistic interpretations of some duality results for the matrix paradigms in queueing theory
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