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

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

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

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

Stochastic Operations Research

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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 language	Undefined
Place of Publication	Enschede
Publisher	University of Twente
Number of pages	26
Publication status	Published - Dec 2013

Publication series

Name	Memorandum
Publisher	University 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

Access to Document

http://www.math.utwente.nl/publications

Cite this

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KW - Connected QBD-processes

KW - Exact aggregation/disaggregation

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