A State Space Truncation Procedure for Queueing Systems.
Abstract
In the numerical analysis of queueing systems with large state space, its reduction to computationally manageable dimensions becomes essential. Presently this is accomplished by using truncation rules based on the magnitude of transition probabilities. This paper develops a method whereby this truncation is done to satisfy certain preassigned conditions. Noting that the fundamental matrix of a finite Markov chain gives mean first passage times, a related stopping rule is derived such that its rate of convergence relative to the state space dimensions is maintained within a preassigned value.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1975
- Accession Number
- ADA006684
Entities
People
- Sagi N. Raju
- U. Narayan Bhat
Organizations
- Southern Methodist University