Accession Number:

ADA055946

Title:

Numerical Methods for a Class of Markov Chains Arising in Queueing Theory.

Descriptive Note:

Interim rept.,

Corporate Author:

DELAWARE UNIV NEWARK DEPT OF STATISTICS AND COMPUTER SCIENCE

Report Date:

1978-05-01

Pagination or Media Count:

103.0

Abstract:

An algorithm is discussed for computing the stationary probability vector of an infinite-state Markov chain whose transition probability matrix has a block-partitioned structure. Such matrices arise in a wide variety of queueing models as well as generalized random walk problems. Traditionally, the analytic approach to this type of problem has been through complex variable methods. An alternate and unified treatment of this problem is presented and an algorithm is obtained which utilizes only real arithmetic computations. In addition, most of the intermediate steps of the algorithm have useful probabilistic interpretations.

Subject Categories:

  • Statistics and Probability
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE