Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0749.60069
van Dijk, Nico M.
(Van Dijk, Nico M.)
Truncation of Markov chains with applications to queueing. (English)
[J] Oper. Res. 39, No.6, 1018-1026 (1991). ISSN 0030-364X; ISSN 1526-5463/e

Author's abstract: State-space truncation is frequently demanded for computation of large or infinite Markov chains. Conditions are given that guarantee an error bound or rate of convergence. Roughly, these conditions apply either when probabilities of large states are sufficiently small, or when transition probabilities (rates) for state increases become small in sufficiently large states. The verification of these conditions is based on establishing bounds for bias terms of reward structures. The conditions and their verification are illustrated by two nonproduct form queueing examples: an overflow model and a tandem queue with blocking. A concrete truncation and explicit error bound are obtained. Some numerical support is provided.
[E.A.van Doorn (Enschede)]

MSC 2000:: *60J10 Markov chains with discrete parameter
60K25 Queueing theory

Keywords: State-space truncation; Markov chains; two nonproduct form queueing examples; tandem queue with blocking

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]