Publication
Title
The M/G/1-type Markov chain with restricted transitions and its application to queues with batch arrivals
Author
Abstract
We consider M/G/1-type Markov chains where a transition that decreases the value of the level triggers the phase to a small subset of the phase space. We show how this structurereferred to as restricted downward transitionscan be exploited to speed up the computation of the stationary probability vector of the chain. To this end we define a new M/G/1-type Markov chain with a smaller block size, the G matrix of which is used to find the original chain's G matrix. This approach is then used to analyze the BMAP/PH/1 queue and the BMAP[2]/PH[2]/1 preemptive priority queue, yielding significant reductions in computation time.
Language
English
Source (journal)
Probability in the engineering and informational sciences. - Cambridge, Mass.
Publication
Cambridge, Mass. : 2011
ISSN
0269-9648
Volume/pages
25:4(2011), p. 487-517
ISI
000295964300005
Full text (Publisher's DOI)
Full text (open access)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 24.01.2012
Last edited 06.08.2017
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