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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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
Number of pages26
Publication statusPublished - Dec 2013

Publication series

PublisherUniversity of Twente, Department of Applied Mathematics
ISSN (Print)1874-4850
ISSN (Electronic)1874-4850


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

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