Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory |
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| Authors: | Valentina Klimenok Alexander Dudin |
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| Institution: | (1) Department of Applied Mathematics and Computer Science, Belarusian State University, 4 Independence Ave., 220030 Minsk, Belarus |
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| Abstract: | Multi-dimensional asymptotically quasi-Toeplitz Markov chains with discrete and continuous time are introduced. Ergodicity
and non-ergodicity conditions are proven. Numerically stable algorithm to calculate the stationary distribution is presented.
An application of such chains in retrial queueing models with Batch Markovian Arrival Process is briefly illustrated.
AMS Subject Classifications Primary 60K25 · 60K20 |
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| Keywords: | Multi-dimensional Markov chain Asymptotically quasi-Toeplitz Markov chain Censored Markov chain Ergodicity Stable algorithm Retrial queue |
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