A successive censoring algorithm for a system of connected QBD-processes

Niek Baër, Ahmad Al Hanbali, Richardus J. Boucherie, Jan C.W. van Ommeren

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Abstract

We consider a Markov Chain in which the state space is partitioned into sets where both transitions within sets and between sets have a special structure. Transitions within each set constitute a finite Quasi-Birth-and-Death-process, and transitions between sets are restricted to four types of transitions. We present a successive censoring algorithm, based on Matrix Analytic Methods, to obtain the stationary distribution of this system of connected QBD-processes.
Original languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Number of pages26
Publication statusPublished - Dec 2013

Publication series

NameMemorandum
PublisherUniversity of Twente, Department of Applied Mathematics
No.2030
ISSN (Print)1874-4850
ISSN (Electronic)1874-4850

Keywords

  • METIS-300258
  • Matrix Analytic Methods
  • EWI-24191
  • Steady state analysis
  • Successive censoring algorithm
  • Connected QBD-processes
  • Exact aggregation/disaggregation
  • IR-88494

Cite this

Baër, N., Al Hanbali, A., Boucherie, R. J., & van Ommeren, J. C. W. (2013). A successive censoring algorithm for a system of connected QBD-processes. (Memorandum; No. 2030). Enschede: University of Twente, Department of Applied Mathematics.