Soumyadip Ghosh, Aliza R. Heching, et al.
WSC 2013
In this paper we consider a class of quasi-birth-and-death processes for which explicit solutions can be obtained for the rate matrix R and the associated matrix G. The probabilistic interpretations of these matrices allow us to describe their elements in terms of paths on the two-dimensional lattice. Then determining explicit expressions for the matrices becomes equivalent to solving a lattice path counting problem, the solution of which is derived using path decomposition, Bernoulli excursions, and hypergeometric functions. A few applications are provided, including classical models for which we obtain some new results. © Applied Probability Trust 2009.
Soumyadip Ghosh, Aliza R. Heching, et al.
WSC 2013
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Performance Evaluation
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SIGMETRICS/PERFORMANCE 2024
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