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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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