Multi-dimensional quasitoeplitz Markov chains-Reference-Cited by-同舟云学术

Multi-dimensional quasitoeplitz Markov chains

Published:1999-01-01 Issue:4 Volume:12 Page:393-415
ISSN:1048-9533
Container-title:Journal of Applied Mathematics and Stochastic Analysis
language:en
Short-container-title:Journal of Applied Mathematics and Stochastic Analysis

Author:

Dudin Alexander N.¹,Klimenok Valentina I.¹

Affiliation:

1. Belarus State University, Department of Applied Mathematics and Informatics, 4, F. Skorina Ave, Minsk 50, Belarus

Abstract

This paper deals with multi-dimensional quasitoeplitz Markov chains. We establish a sufficient equilibrium condition and derive a functional matrix equation for the corresponding vector-generating function, whose solution is given algorithmically. The results are demonstrated in the form of examples and applications in queues with BMAP-input, which operate in synchronous random environment.

Funder

European Commission

Publisher

Hindawi Limited

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Link

http://downloads.hindawi.com/archive/1999/934683.pdf

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