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Equilibrium distribution of block-structured Markov chains with repeating rows

Published online by Cambridge University Press:  14 July 2016

Winfried K. Grassmann and
Daniel P. Heyman
Winfried K. Grassmann*
Affiliation:
University of Saskatchewan
Daniel P. Heyman*
Affiliation:
Bellcore
*
∗ Postal address: Department of Computational Science, University of Saskatchewan, Saskatoon, Canada S7N 0W0.
∗∗ Postal address: Room 3D-308, Bellcore, 331 Newman Springs Road, Red Bank, NJ 07701-7020, USA.
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Abstract

In this paper we consider two-dimensional Markov chains with the property that, except for some boundary conditions, when the transition matrix is written in block form, the rows are identical except for a shift to the right. We provide a general theory for finding the equilibrium distribution for this class of chains. We illustrate theory by showing how our results unify the analysis of the M/G/1 and GI/M/1 paradigms introduced by M. F. Neuts.

Keywords

QUEUESMATRIX-GEOMETRIC SOLUTIONSWIENER–HOPF FACTORIZATIONGAUSSIAN ELIMINATIONALGORITHMS

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 27 , Issue 3 , September 1990, pp. 557 - 576
Copyright
Copyright © Applied Probability Trust 1990 

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