Generalized folding-algorithm for sojourn time analysis of finite qbd processes and its queueing applications

Abstract

In this paper we propose and implement a generalized Folding-algorithm for sojourn time analysis of finite QBD processes. It is a numerical method for the direct computation of where P is the QBD generator matrix in block tri-diagonal form. Define the QBD state space in two dimensions with Nphases and Klevels, so that and . The time and space complexity of the Folding-algorithm for solving is and .In contrast, a direct application of the block Gaussian elimination will yield a time and space complexity of O(N3K)andO(N2K)(see[2]). The algorithm is found to be highly stable with superior error performance. In numerical studies we provide comprehensive numerical examples with emphasis on transient queueing behavior with correlated arrivals

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 35 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.