Multi-dimensional quasitoeplitz Markov chains. (1999)

• Record Type: Journal Article
• Authors: Dudin, Alexander N.; Klimenok, Valentina I.
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 12:Number 4(1999)
• Page Start: 393
• Page End: 415
• Publication Date: 1999
• Subjects: quasitoeplitz Markov chain -- batch Markovian arrival process -- synchronous random environment; 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/S1048953399000337
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : This paper deals with multi-dimensional quasitoeplitz Markov chains. We establish a sufficient equilibrium condition and derive a functional matrix equation for the corresponding vector-generating function, whose solution is given algorithmically. The results are demonstrated in the form of examples and applications in queues with BMAP-input, which operate in synchronous random environment.