Tuan Phung-Duc
ABSTRACT
We develop a simple algorithm to compute the rate matrices of ergodic level-dependent quasi-birth-and-death processes, based on a matrix continued fraction representation and a probabilistic interpretation of those matrices. The algorithm is easier to implement and less memory-consuming than that developed by Bright and Taylor. We apply the algorithm to an infinite-server queueing system with a Markovian arrival process and exponentially distributed service times. We present some numerical results in order to demonstrate the efficiency of our algorithm.
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Digital Library
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Index Terms
- A simple algorithm for the rate matrices of level-dependent QBD processes
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