From the matrix-geometric to the matrix-exponential
Queueing Systems: Theory and Applications
Introduction to matrix analysis (2nd ed.)
Introduction to matrix analysis (2nd ed.)
Solving the ME/ME/1 queue with state-space methods and the matrix sign function
Performance Evaluation
valuetools '06 Proceedings of the 1st international conference on Performance evaluation methodolgies and tools
A tool for verified analysis of transient and steady states of queues
SMCtools '06 Proceeding from the 2006 workshop on Tools for solving structured Markov chains
Q-MAM: a tool for solving infinite queues using matrix-analytic methods
Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools
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The PH/PH/1 queue is considered at embedded epochs which form the union of arrival and departure instants. This provides us with a new, compact representation as a quasi-birth-and-death process, where the order of the blocks is the sum of the number of phases in the arrival and service time distributions. It is quite easy to recover, from this new embedded process, the usual distributions at epochs of arrival, or epochs of departure, or at arbitrary instants. The quasi-birth-and-death structure allows for efficient algorithmic procedures.