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The M/G/1-type markov chain with restricted transitions and its application to queues with batch arrivals

dc.creatorPérez, Juan F.spa
dc.creatorVan Houdt, Bennyspa
dc.date.accessioned2020-08-19T14:40:57Z
dc.date.available2020-08-19T14:40:57Z
dc.date.created2011-07-21spa
dc.description.abstractWe consider M/G/1-type Markov chains where a transition that decreases the value of the level triggers the phase to a small subset of the phase space. We show how this structure—referred to as restricted downward transitions—can be exploited to speed up the computation of the stationary probability vector of the chain. To this end we define a new M/G/1-type Markov chain with a smaller block size, the G matrix of which is used to find the original chain's G matrix. This approach is then used to analyze the BMAP/PH/1 queue and the BMAP[2]/PH[2]/1 preemptive priority queue, yielding significant reductions in computation time.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1017/S0269964811000155
dc.identifier.issnISSN: 0269-9648
dc.identifier.issnEISSN: 1469-8951
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/27086
dc.language.isoengspa
dc.publisherCambridge University Pressspa
dc.relation.citationEndPage517
dc.relation.citationIssueNo. 4
dc.relation.citationStartPage487
dc.relation.citationTitleProbability in the Engineering and Informational Sciences
dc.relation.citationVolumeVol. 25
dc.relation.ispartofProbability in the Engineering and Informational Sciences, ISSN: 0269-9648;EISSN: 1469-8951, Vol.25, No.4 (2011); pp. 487-517spa
dc.relation.urihttps://www.cambridge.org/core/journals/probability-in-the-engineering-and-informational-sciences/article/mg1type-markov-chain-with-restricted-transitions-and-its-application-to-queues-with-batch-arrivals/F4A45829C200EF53BD97AAC8FA558B8Dspa
dc.rights.accesRightsinfo:eu-repo/semantics/restrictedAccess
dc.rights.accesoRestringido (Acceso a grupos específicos)spa
dc.sourceProbability in the Engineering and Informational Sciencesspa
dc.source.instnameinstname:Universidad del Rosario
dc.source.reponamereponame:Repositorio Institucional EdocUR
dc.subject.keywordM/G/1-type Markov chainsspa
dc.subject.keywordG matrixspa
dc.subject.keywordComputationspa
dc.titleThe M/G/1-type markov chain with restricted transitions and its application to queues with batch arrivalsspa
dc.title.TranslatedTitleLa cadena de Markov tipo M / G / 1 con transiciones restringidas y su aplicación a colas con llegadas por lotesspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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