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Transient solutions for denumerable-state Markov processes

Part of: Special processes Markov processes

Published online by Cambridge University Press:  14 July 2016

Guang-Hui Hsu  and
Xue-Ming Yuan
Guang-Hui Hsu
Affiliation:
Institute of Applied Mathematics, Chinese Academy of Sciences
Xue-Ming Yuan*
Affiliation:
Institute of Applied Mathematics, Chinese Academy of Sciences
*
∗ Postal address for both authors: Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China.
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Abstract

The algorithm for the transient solution for the denumerable state Markov process with an arbitrary initial distribution is given in this paper. The transient queue length distribution for a general Markovian queueing system can be obtained by this algorithm. As examples, some numerical results are presented.

Keywords

UNIFORMIZATION TECHNIQUEMARKOVIAN QUEUEING SYSTEMTRANSIENT QUEUE LENGTH

MSC classification

Primary: 60J05: Discrete-time Markov processes on general state spaces
Secondary: 60K25: Queueing theory
Type
Research Papers
Information
Journal of Applied Probability , Volume 31 , Issue 3 , September 1994 , pp. 635 - 645
Copyright
Copyright © Applied Probability Trust 1994 

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Footnotes

Supported by the National Natural Science Foundation of China.

References

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