A Simple Algorithm for the Rate Matrices of Level-Dependent QBD Processes

摘要：

We develop a simple algorithm to compute the rate matrices of ergodic level-dependent quasi-birth-and-death processes,based on a matrix continued fraction representation and a probabilistic interpretation of those matrices. The algorithm is easier to implement and less memory-consuming than that developed by Bright and Taylor. We apply the algorithm to an innite-server queueing system with a Markovian arrival process and exponentially distributed service times. We present some numerical results in order to demonstrate the eciency of our algorithm.

关键词： Level-dependent QBDs matrix analytic methods matrix continued fractions rate matrices MAP/M/∞

作者: Tuan Phung-Duc Hiroyuki Masuyama Shoji Kasahara Yutaka Takahashi

作者单位: Graduate School of Informatics,Kyoto University Yoshida Honmachi,Sakyo-ku Kyoto 606-8501,Japan

会议类型: 国际会议

会议名称: 第五届排队论及网络应用国际研讨会

会议地点: 北京

会议语种:英文

页码: 71-77

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）