Title
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The M/G/1-type Markov chain with restricted transitions and its application to queues with batch arrivals
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Author
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Abstract
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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. |
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Language
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English
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Source (journal)
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Probability in the engineering and informational sciences. - Cambridge, Mass.
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Publication
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Cambridge, Mass.
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2011
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ISSN
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0269-9648
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DOI
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10.1017/S0269964811000155
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Volume/pages
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25
:4
(2011)
, p. 487-517
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ISI
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000295964300005
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Full text (Publisher's DOI)
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Full text (open access)
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