An Imbedded Markov Chain Analysis for Finite Queues: An Analytical Approach to Numerical Results.

Abstract

Imbedded Markov chains of finite queueing systems with unit jumps at regeneration points have an almost left triangular (in systems of the type G/M/s/N - in Kendall notation modified to include system capacity) or an almost right triangular (in systems of the type M/G/1/N) structure. Using this structure a fundamental recursion on the elements of the transition probability matrix is developed, which in turn helps derive first passage as well as equilibrium results in computationally feasible forms.

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1975
Accession Number
ADA015340

Entities

People

  • Sagi N. Raju
  • U. Narayan Bhat

Organizations

  • Southern Methodist University

Tags

DTIC Thesaurus Topics

  • Markov Chains
  • Markov Processes
  • Mathematics
  • Notation
  • Probability
  • Random Variables
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.