TY - BOOK

T1 - A successive censoring algorithm for a system of connected QBD-processes

AU - Baër, Niek

AU - Al Hanbali, Ahmad

AU - Boucherie, Richardus J.

AU - van Ommeren, Jan C.W.

N1 - eemcs-eprint-24191

PY - 2013/12

Y1 - 2013/12

N2 - 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.

AB - 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.

KW - METIS-300258

KW - Matrix Analytic Methods

KW - EWI-24191

KW - Steady state analysis

KW - Successive censoring algorithm

KW - Connected QBD-processes

KW - Exact aggregation/disaggregation

KW - IR-88494

M3 - Report

T3 - Memorandum

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

PB - University of Twente, Department of Applied Mathematics

CY - Enschede

ER -