Eigenanalysis solution for quasi birth and death process

The behavior of many systems of practical interest in communications and other areas is well modeled by a single server exponential queueing system in which the arrival and service rates are dependent upon the state of a Markov chain, the dynamics of which are independent of the queue length. Formal solution to such models based on Neuts's matrix geometric approach have appeared frequently in the literature. A major problem in using the matrix geometric approach is the computation of the rate matrix, which requires the solution of a matrix polynomial. In particular, computational times appear to be unpredictable and excessive for many problems of practical interest. Alternative techniques which employ eigenanalysis have been developed. These techniques are polynomially bounded and yield results very quickly compared to iterative routines. On the other hand, the class of systems to which the eigenanalysis based techniques apply have been somewhat restricted. In this thesis, we modify the eigenanalysis approach initially presented in order to remove some of these restrictions.

Name thesis:degree_name

Master of Science

Level thesis:degree_level

masters

Discipline thesis:degree_discipline

Industrial and Systems Engineering

Department dc:contributor.department

Industrial and Systems Engineering

Grantor dc:publisher

Virginia Tech

Year dc:date.issued

1991

Author dc:creator

• Jain, Nikhil

Chair dc:contributor.committeechair

• Daigle, John N.

Committee members dc:contributor.committeemember

• Nachlas, Joel A.
• Sherali, Hanif D.

Statement dc:rights

• In Copyright

Licence dc:rights.uri

• http://rightsstatements.org/vocab/InC/1.0/

Language dc:language.iso

en

Dc Identifier Other

etd-04072009-040337

OAI identifier oai:identifier

oai:vtechworks.lib.vt.edu:10919/41897