Continuous-Time QBD Processes with Continuous Phase Variable

  • Authors:
  • Quan-Lin Li;Chuang Lin

  • Affiliations:
  • Department of Industrial Engineering, Tsinghua University, Beijing 100084, P.R. China;Department of Computer Science and Technology, Tsinghua University, Beijing 100084, P.R. China

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2006

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Abstract

In this paper, we consider a continuous-time level-dependent QBD process with a continuous phase variable. We extend the censoring technique to be able to deal with the QBD process. We define a new version for the R- and G-measures, and provide two types of RG-factorizations in terms of these measures. If the matrix of generalized density functions of the QBD process is in L"2([0,+~)^2), which is a space of square integrable bivariate real functions, then we provide orthonormal representations for the R- and G-measures, which lead to the matrix structure of the RG-factorizations. Based on this, we can provide an algorithmic framework for computing main performance measures of the QBD process. Furthermore, we introduce a continuous phase type (CPH) distribution, and then analyze a CPH/CPH/1 queue as an interesting example.