Generalized folding-algorithm for sojourn time analysis of finite qbd processes and its queueing applications (original) (raw)

Communications in Statistics. Stochastic Models, 1996

Abstract

In this paper we propose and implement a generalized Folding-algorithm for sojourn time analysis of finite QBD processes. It is a numerical method for the direct computation of where P is the QBD generator matrix in block tri-diagonal form. Define the QBD state space in two dimensions with Nphases and Klevels, so that and . The time and space complexity

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