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Multiple Eigenvalues in Spectral Analysis for Solving QBD Processes |
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| Authors: | Winfried K Grassmann Steve Drekic |
| Institution: | (1) Department of Computer Science, University of Saskatchewan, 110 Science Place, Saskatoon, Saskatchewan, S7N 5C9, Canada;(2) Department of Statistics and Actuarial Science, University of Waterloo, 200 University Avenue West, Waterloo, Ontario, N2L 3G1, Canada |
| Abstract: | A number of authors have recently suggested solving quasi birth-and-death (QBD) processes through the use of eigenvalue-based methods. These methods take on a special form when there are multiple eigenvalues present. We investigate this problem in a general setting as well as in the context of a specific preemptive priority queueing model. |
| Keywords: | Eigenvalues Quasi birth-and-death processes Jordan blocks Priority queues |
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