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1987 | OriginalPaper | Buchkapitel

Computational Methods for Markov Chains Occurring in Queueing Theory

verfasst von : Manfred Kramer

Erschienen in: Messung, Modellierung und Bewertung von Rechensystemen

Verlag: Springer Berlin Heidelberg

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An algorithmic method for computing the probability vector of finite irreducible Markov chains is developed. The block elimination scheme used is especially well suited for highly structured and/or sparse transition matrices. Special variants for block Hessenberg and tridiagonal matrices often occurring in queueing theory are derived. The algorithm is then applied to the embedded Markov chain describing the queue length in a discrete-time queue with state-dependent arrival rates.

Metadaten
Titel
Computational Methods for Markov Chains Occurring in Queueing Theory
verfasst von
Manfred Kramer
Copyright-Jahr
1987
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-73016-0_11

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