AN EXPLICIT SOLUTION TO A PARTICULAR MARKOV-CHAIN OF M G/1 TYPE/

Authors
Citation
Mf. Neuts, AN EXPLICIT SOLUTION TO A PARTICULAR MARKOV-CHAIN OF M G/1 TYPE/, Journal of Applied Probability, 31A, 1994, pp. 337-342
Citations number
6
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
00219002
Volume
31A
Year of publication
1994
Pages
337 - 342
Database
ISI
SICI code
0021-9002(1994)31A:<337:AESTAP>2.0.ZU;2-2
Abstract
A Markov chain of M/G/1 type, which arose in a problem of communicatio ns engineering, is analyzed by a combination of matrix analysis and ap propriate series expansions. The highly explicit results obtainable fo r this model owe much to analytic methods introduced by Professor Taka cs. Special features of the numerical implementation of the proposed s olution are also discussed. The simplifications proper to this model c an also be used in some related, more complex models to be discussed e lsewhere.