A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain

DOI10.1017/S144618110001350XzbMath1058.65011OpenAlexW2132290777MaRDI QIDQ4831771

Emma Hunt

Publication date: 3 January 2005

Published in: The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s144618110001350x

zbMATH Keywords

numerical examplesprobabilistic algorithmrate matrixblock-GI/M/1 Markov chainGI/M/1 queueing model

Mathematics Subject Classification ID

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 Schur method for solving algebraic Riccati equations
• A logarithmic reduction algorithm for quasi-birth-death processes
• An invariant subspace approach in m/g/l and g/m/l type markov chains
• A novel computational method for solving finite qbd processes
• Probabilistic interpretations of some duality results for the matrix paradigms in queueing theory

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