The variance constant for continuous-time level dependent quasi-birth-and-death processes

DOI10.1080/15326349.2017.1376285zbMath1386.60262OpenAlexW2784330039MaRDI QIDQ4639226

No author found.

Publication date: 3 May 2018

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

Full work available at URL: https://doi.org/10.1080/15326349.2017.1376285

zbMATH Keywords

Markov processescentral limit theoremquasi-birth-and-death processes\(\mathrm{M}/\mathrm{M}/c\) retrial queue\(\mathrm{M}/\mathrm{M}/c\) vacation model

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Analysis of variance and covariance (ANOVA) (62J10) Continuous-time Markov processes on discrete state spaces (60J27) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (4)

An algorithm for asymptotic mean and variance for Markov renewal process of \(M/G/1\) type with finite level ⋮ Integral-type functionals of first hitting times for continuous-time Markov chains ⋮ Asymptotic mean and variance of departures in an \(M/G/1/K + 1\) queue ⋮ Exact tail asymptotics for fluid models driven by an \textit{M/M/c} queue

Uses Software

• LDQBD

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Wavelet transform for quasi-birth-death process with a continuous phase set
• Markovian trees: Properties and algorithms
• Continuous-time Markov chains. An applications-oriented approach
• Analysis of multi-server queues with station and server vacations
• Poisson's equation for queues driven by a Markovian marked point process
• Necessary conditions in limit theorems for cumulative processes.
• Tail asymptotics for \(M/M/c\) retrial queues with non-persistent customers
• A matrix continued fraction approach to multiserver retrial queues
• Deviation matrix and asymptotic variance for \(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains
• Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes
• Poisson's equation for discrete-time single-birth processes
• The variance constant for the actual waiting time of the PH/PH/1 queue
• The asymptotic variance of departures in critically loaded queues
• Additive Functionals for Discrete-Time Markov Chains with Applications to Birth-Death Processes
• A Structured Markov Chain Approach to Branching Processes
• The Classification of Birth and Death Processes
• Asymptotic Formulas for Markov Processes with Applications to Simulation
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• A logarithmic reduction algorithm for quasi-birth-death processes
• Poisson's equation for the recurrent M/G/1 queue
• THE DEVIATION MATRIX OF A CONTINUOUS-TIME MARKOV CHAIN
• 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
• Computing Stationary Expectations in Level-Dependent QBD Processes
• Retrial Queues
• ON MULTISERVER RETRIAL QUEUES: HISTORY, OKUBO-TYPE HYPERGEOMETRIC SYSTEMS AND MATRIX CONTINUED-FRACTIONS
• Several Types of Ergodicity for M/G/1-Type Markov Chains and Markov Processes

This page was built for publication: The variance constant for continuous-time level dependent quasi-birth-and-death processes