Continuous-time QBD processes with continuous phase variable | |
Li, Quan-Lin ; Lin, Chuang | |
2010-05-10 ; 2010-05-10 | |
关键词 | QBD process the censoring technique the RG factorization orthonormal basis the stationary probability distribution the first passage time continuous phase type distribution STATIONARY PROBABILITY VECTORS MARKOV-CHAINS DEATH PROCESSES TAILED ASYMPTOTICS QUEUING MODELS GI/G/1 TYPE DISTRIBUTIONS Computer Science, Interdisciplinary Applications Mathematics, Applied |
中文摘要 | In this paper, we consider a continuous-time level-dependent QBD process with a continuous phase variable. We extend the censoring technique to be able to deal with the QBD process. We define a new version for the R- and G-measures, and provide two types of RG-factorizations in terms of these measures. If the matrix of generalized density functions of the QBD process is in L-2([0, +infinity)(2)), which is a space of square integrable bivariate real functions, then we provide orthonormal representations for the R- and G-measures, which lead to the matrix structure of the RG-factorizations. Based on this, we can provide an algorithmic framework for computing main performance measures of the QBD process. Furthermore, we introduce a continuous phase type (CPH) distribution, and then analyze a CPH/CPH/1 queue as an interesting example. (c) 2006 Elsevier Ltd. All rights reserved. |
语种 | 英语 ; 英语 |
出版者 | PERGAMON-ELSEVIER SCIENCE LTD ; OXFORD ; THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, ENGLAND |
内容类型 | 期刊论文 |
源URL | [http://hdl.handle.net/123456789/23722] ![]() |
专题 | 清华大学 |
推荐引用方式 GB/T 7714 | Li, Quan-Lin,Lin, Chuang. Continuous-time QBD processes with continuous phase variable[J],2010, 2010. |
APA | Li, Quan-Lin,&Lin, Chuang.(2010).Continuous-time QBD processes with continuous phase variable.. |
MLA | Li, Quan-Lin,et al."Continuous-time QBD processes with continuous phase variable".(2010). |
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