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.
|Publisher||University of Twente, Department of Applied Mathematics|
- Matrix Analytic Methods
- Steady state analysis
- Successive censoring algorithm
- Connected QBD-processes
- Exact aggregation/disaggregation