RT Journal Article
T1 Algorithmic analysis of the maximum level length in general-block two-dimensional Markov processes
A1 Artalejo Rodríguez, Jesús Manuel
A1 Chakravarthy, S. R.
AB Two-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.
PB Hindawi Publishing Corporation
SN 1024-123X
YR 2006
FD 2006
LK https://hdl.handle.net/20.500.14352/49994
UL https://hdl.handle.net/20.500.14352/49994
LA eng
NO J. 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.
DS Docta Complutense
RD 16 abr 2025