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Algorithmic analysis of the maximum level length in general-block two-dimensional Markov processes

dc.contributor.authorArtalejo Rodríguez, Jesús Manuel
dc.contributor.authorChakravarthy, S. R.
dc.date.accessioned2023-06-20T09:35:48Z
dc.date.available2023-06-20T09:35:48Z
dc.date.issued2006
dc.descriptionJ. R. Artalejo thanks the support received from the Research Project MTM 2005-01248. The research was conducted while S. R. Chakravarthy was visiting the Complutense University of Madrid, Madrid, Spain, and would like to thank the hospitality of the Department of Statistics and Operations Research.
dc.description.abstractTwo-dimensional continuous-time Markov chains (CTMCs) are useful tools for studying stochastic models such as queueing, inventory, and production systems. Of particular interest in this paper is the distribution of the maximal level visited in a busy period because this descriptor provides an excellent measure of the system congestion. We present an algorithmic analysis for the computation of its distribution which is valid for Markov chains with general-block structure. For a multiserver batch arrival queue with retrials and negative arrivals, we exploit the underlying internal block structure and present numerical examples that reveal some interesting facts of the system.
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedTRUE
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/15564
dc.identifier.doi10.1155/MPE/2006/53570
dc.identifier.issn1024-123X
dc.identifier.officialurlhttp://www.hindawi.com/journals/mpe/2006/053570/abs/
dc.identifier.relatedurlhttp://www.hindawi.com/
dc.identifier.urihttps://hdl.handle.net/20.500.14352/49994
dc.issue.number2
dc.journal.titleMathematical Problems In Engineering
dc.language.isoeng
dc.page.final15
dc.page.initial1
dc.publisherHindawi Publishing Corporation
dc.relation.projectIDMTM 2005-01248
dc.rights.accessRightsopen access
dc.subject.cdu519.8
dc.subject.keywordNetworks
dc.subject.keywordQueues
dc.subject.ucmInvestigación operativa (Matemáticas)
dc.subject.unesco1207 Investigación Operativa
dc.titleAlgorithmic analysis of the maximum level length in general-block two-dimensional Markov processes
dc.typejournal article
dc.volume.number2006
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