Markov chains with quasitoeplitz transition matrix: applications. (1990)

• Record Type: Journal Article
• Authors: Dukhovny, A. M.
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 3:Number 2(1990)
• Page Start: 141
• Page End: 152
• Publication Date: 1990
• Subjects: Markov chains -- quasitoeplitz matrix -- dams -- queueing systems -- feedback -- arbitrary group size; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953390000120
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : Application problems are investigated for the Markov chains with quasitoeplitz transition matrix. Generating functions of transient and steady state probabilities, first zero hitting probabilities and mean times are found for various particular cases, corresponding to some known patterns of feedback ( “warm-up, ” “switch at threshold” etc.), Level depending dams and queue-depending queueing systems of both M / G / 1 and M I / G / 1 types with arbitrary random sizes of arriving and departing groups are studied.