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Published in:
1987 | OriginalPaper | Chapter
Computational Methods for Markov Chains Occurring in Queueing Theory
Author : Manfred Kramer
Published in: Messung, Modellierung und Bewertung von Rechensystemen
Publisher: Springer Berlin Heidelberg
Included in: Professional Book Archive
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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.