Algorithmic analysis of the maximum level length in general-block two-dimensional Markov processes
Two-dimensional continuous-time Markov chains (CTMCs) are useful tools for studying stochastic models such as queueing, inventory, and production systems. Of particular interest in this paper is the distribution of the maximal level visited in a busy period because this descriptor provides an excell...
| Autores: | , |
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| Tipo de documento: | artigo |
| Data de publicação: | 2006 |
| País: | España |
| Recursos: | Universidad Complutense de Madrid (UCM) |
| Repositório: | Docta Complutense |
| Idioma: | inglês |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/49994 |
| Acesso em linha: | https://hdl.handle.net/20.500.14352/49994 |
| Access Level: | Acceso aberto |
| Palavra-chave: | 519.8 Networks Queues Investigación operativa (Matemáticas) 1207 Investigación Operativa |
| Resumo: | Two-dimensional continuous-time Markov chains (CTMCs) are useful tools for studying stochastic models such as queueing, inventory, and production systems. Of particular interest in this paper is the distribution of the maximal level visited in a busy period because this descriptor provides an excellent measure of the system congestion. We present an algorithmic analysis for the computation of its distribution which is valid for Markov chains with general-block structure. For a multiserver batch arrival queue with retrials and negative arrivals, we exploit the underlying internal block structure and present numerical examples that reveal some interesting facts of the system. |
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