Exploiting restricted transitions in Quasi-Birth-and-Death processes

Juan F. Pérez, Benny Van Houdt

Research output: Contribution to conferencePaper

1 Citation (Scopus)

Abstract

In this paper we consider Quasi-Birth-and-Death (QBD) processes where the upward (resp. downward) transitions are restricted to occur only from (resp. to) a subset of the phase space. This property is exploited to reduce the computation time to find the matrix R or G of the process. The reduction is done through the definition of a censored process which can be of the M/G/1- or GI/M/1-type. The approach is illustrated through examples that show the applicability and benefits of making use of the additional structure. The examples also show how these special structures arise naturally in the analysis of queuing systems. Even more substantial gains can be realized when we further restrict the class of QBD processes under consideration.

Original languageEnglish (US)
Pages123-132
Number of pages10
DOIs
StatePublished - Oct 23 2009
Externally publishedYes
EventQEST - 6th International Conference on the Quantitative Evaluation of Systems - Budapest, Hungary
Duration: Sep 13 2009Sep 16 2009

Conference

ConferenceQEST - 6th International Conference on the Quantitative Evaluation of Systems
CountryHungary
CityBudapest
Period9/13/099/16/09

All Science Journal Classification (ASJC) codes

  • Computer Networks and Communications
  • Control and Systems Engineering
  • Electrical and Electronic Engineering

Cite this

Pérez, J. F., & Van Houdt, B. (2009). Exploiting restricted transitions in Quasi-Birth-and-Death processes. 123-132. Paper presented at QEST - 6th International Conference on the Quantitative Evaluation of Systems, Budapest, Hungary. https://doi.org/10.1109/QEST.2009.18
Pérez, Juan F. ; Van Houdt, Benny. / Exploiting restricted transitions in Quasi-Birth-and-Death processes. Paper presented at QEST - 6th International Conference on the Quantitative Evaluation of Systems, Budapest, Hungary.10 p.
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Pérez, JF & Van Houdt, B 2009, 'Exploiting restricted transitions in Quasi-Birth-and-Death processes', Paper presented at QEST - 6th International Conference on the Quantitative Evaluation of Systems, Budapest, Hungary, 9/13/09 - 9/16/09 pp. 123-132. https://doi.org/10.1109/QEST.2009.18

Exploiting restricted transitions in Quasi-Birth-and-Death processes. / Pérez, Juan F.; Van Houdt, Benny.

2009. 123-132 Paper presented at QEST - 6th International Conference on the Quantitative Evaluation of Systems, Budapest, Hungary.

Research output: Contribution to conferencePaper

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Pérez JF, Van Houdt B. Exploiting restricted transitions in Quasi-Birth-and-Death processes. 2009. Paper presented at QEST - 6th International Conference on the Quantitative Evaluation of Systems, Budapest, Hungary. https://doi.org/10.1109/QEST.2009.18