Uniformization with representatives: comprehensive transient analysis of infinite-state QBDs

Abstract

A large variety of computer and communication systems can be modeled adequately as infinite-state continuous-time Markov chains (CTMCs). A highly structured class of such infinite-state CTMCs is the class of Quasi-Birth-Death processes (QBDs), on which we focus in this paper. We present an efficient variant of uniformization for computing the transient… (More)
DOI: 10.1145/1190366.1190372

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Cite this paper

@inproceedings{Remke2006UniformizationWR, title={Uniformization with representatives: comprehensive transient analysis of infinite-state QBDs}, author={Anne Remke and Boudewijn R. Haverkort and Lucia Cloth}, booktitle={SMCtools '06}, year={2006} }