SPECTRAL EXPANSION SOLUTION FOR A CLASS OF MARKOV-MODELS - APPLICATION AND COMPARISON WITH THE MATRIX-GEOMETRIC METHOD

Citation
I. Mitrani et R. Chakka, SPECTRAL EXPANSION SOLUTION FOR A CLASS OF MARKOV-MODELS - APPLICATION AND COMPARISON WITH THE MATRIX-GEOMETRIC METHOD, Performance evaluation, 23(3), 1995, pp. 241-260
Citations number
18
Categorie Soggetti
Computer Sciences","Computer Science Hardware & Architecture","Computer Science Theory & Methods
Journal title
ISSN journal
01665316
Volume
23
Issue
3
Year of publication
1995
Pages
241 - 260
Database
ISI
SICI code
0166-5316(1995)23:3<241:SESFAC>2.0.ZU;2-2
Abstract
Many two-dimensional Markov models whose state space is a semi-infinit e strip (i.e. finite in one dimension and infinite in the other) can b e solved efficiently by means of spectral expansion. This method and i ts application are described in the context of an M/M/N queue with gen eral breakdowns and repairs. The results of experiments aimed at evalu ating the relative merits of the spectral expansion and the matrix-geo metric solutions are also presented.