The solution of certain two-dimensional markov models

  • Authors:
  • G. Fayolle;P. J.B. King;I. Mitrani

  • Affiliations:
  • -;-;-

  • Venue:
  • PERFORMANCE '80 Proceedings of the 1980 international symposium on Computer performance modelling, measurement and evaluation
  • Year:
  • 1980

Quantified Score

Hi-index 0.00

Visualization

Abstract

A class of two-dimensional Birth-and-Death processes, with applications in many modelling problems, is defined and analysed in the steady-state. These are processes whose instantaneous transition rates are state-dependent in a restricted way. Generating functions for the steady-state distribution are obtained by solving a functional equation in two variables. That solution method lends itself readily to numerical implementation. Some aspects of the numerical solution are discussed, using a particular model as an example.