An iterative approximation scheme for repetitive Markov processes

Repetitive Markov processes form a class of processes where the generator matrix has a particular repeating form. Many queueing models fall in this category such as M/M/1 queues, quasi-birth-and-death processes, and processes with M/G/1 or GI/M/1 generator matrices. In this paper, a new iterative sc...

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Veröffentlicht in:	Journal of applied probability 1999-09, Vol.36 (3), p.654-667
Hauptverfasser:	Tufecki, Tolga, Gullu, Refik
Format:	Artikel
Sprache:	eng
Schlagworte:	60J05 60J10 60K25 approximate solutions Approximation Conditional probabilities Eigenvalues Eigenvectors Equations Exact sciences and technology Markov analysis Markov chains Markov processes Mathematical vectors Mathematics Matrices Nontrivial solutions numerical algorithms Probability Probability and statistics Probability theory and stochastic processes Quasi-birth-and-death processes Queuing theory Research Papers Sciences and techniques of general use Special processes (renewal theory, markov renewal processes, semi-markov processes, statistical mechanics type models, applications) Studies
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