Numerical analysis of M/G/1 type queueing systems with phase type transition structure

Authors:
T. íltet;M. Telek
Affiliations:
Traffic Lab, Ericsson Hungary, Hungary;Department of Telecommunications, Technical University of Budapest, Hungary
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

Citing 2
Cited 0

Exact aggregate solutions for M/G/1-type Markov processes

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Abstract

A number of existing results describe the numerical calculation of the steady-state distribution of an M/G/1/ type Markov process. However, these numerical methods have difficulties when the forward transition structure has a long tail asymptotic. This paper proposes a numerical approximation that can account for the polynomial decay of the steady-state distribution over several orders of magnitude, where the other known methods fail. An important advantage of the proposed approximation is that it uses numerically stable techniques.