### Abstract

Original language | Undefined |
---|---|

Place of Publication | Enschede |

Publisher | University of Twente, Department of Applied Mathematics |

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

### Cite this

*A successive censoring algorithm for a system of connected QBD-processes*. (Memorandum; No. 2030). Enschede: University of Twente, Department of Applied Mathematics.

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*A successive censoring algorithm for a system of connected QBD-processes*. Memorandum, no. 2030, University of Twente, Department of Applied Mathematics, Enschede.

**A successive censoring algorithm for a system of connected QBD-processes.** / Baër, Niek; Al Hanbali, Ahmad; Boucherie, Richardus J.; van Ommeren, Jan C.W.

Research output: Book/Report › Report › Professional

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 -