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Messung, Modellierung und Bewertung von Rechensystemen pp 164–175Cite as

Computational Methods for Markov Chains Occurring in Queueing Theory

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Part of the book series: Informatik-Fachberichte ((INFORMATIK,volume 154))

Summary

An algorithmic method for computing the probability vector of finite irreducible Markov chains is developed. The block elimination scheme used is especially well suited for highly structured and/or sparse transition matrices. Special variants for block Hessenberg and tridiagonal matrices often occurring in queueing theory are derived. The algorithm is then applied to the embedded Markov chain describing the queue length in a discrete-time queue with state-dependent arrival rates.

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References

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Author information

Authors and Affiliations

  1. Konstanz, Germany

    Manfred Kramer

Authors
  1. Manfred Kramer
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Editor information

Editors and Affiliations

  1. Institut für Mathematische Maschinen und Datenverarbeitung (Informatik VII), Universität Erlangen-Nürnberg, Martensstraße 3, 8520, Erlangen, Deutschland

    U. Herzog  & M. Paterok  & 

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© 1987 Springer-Verlag Berlin Heidelberg

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Kramer, M. (1987). Computational Methods for Markov Chains Occurring in Queueing Theory. In: Herzog, U., Paterok, M. (eds) Messung, Modellierung und Bewertung von Rechensystemen. Informatik-Fachberichte, vol 154. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-73016-0_11

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  • DOI: https://doi.org/10.1007/978-3-642-73016-0_11

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18406-5

  • Online ISBN: 978-3-642-73016-0

  • eBook Packages: Springer Book Archive

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