[PDF][PDF] Markovian arrivals in stochastic modelling: a survey and some new results (invited article with discussion: Rafael Pérez-Ocón, Miklos Telek and Yiqiang Q. Zhao …

JR Artalejo, A Gómez-Corral - SORT-Statistics and Operations Research …, 2010 - raco.cat
This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs),
which constitute a rich class of point processes used extensively in stochastic modelling. Our …

[BOK][B] Introduction to matrix analytic methods in stochastic modeling

G Latouche, V Ramaswami - 1999 - SIAM
Matrix analytic methods constitute a success story, illustrating the enrichment of a science,
applied probability, by a technology, that of digital computers. Marcel Neuts has played a …

Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes

L Bright, PG Taylor - Stochastic Models, 1995 - Taylor & Francis
Quasi-Birth-and-Death (QBD) processes have been analysed in detail by many authors.
This paper considers the calculation of equilibrium distributions in level dependent QBD …

Vacation models in discrete time

AS Alfa - Queueing Systems, 2003 - Springer
A class of single server vacation queues which have single arrivals and non-batch service is
considered in discrete time. It is shown that provided the interarrival, service, vacation, and …

A simple algorithm for the rate matrices of level-dependent QBD processes

T Phung-Duc, H Masuyama, S Kasahara… - Proceedings of the 5th …, 2010 - dl.acm.org
We develop a simple algorithm to compute the rate matrices of ergodic level-dependent
quasi-birth-and-death processes, based on a matrix continued fraction representation and a …

[HTML][HTML] A computational approach to extreme values and related hitting probabilities in level-dependent quasi-birth–death processes

A Di Crescenzo, A Gómez-Corral, D Taipe - Mathematics and Computers in …, 2025 - Elsevier
This paper analyzes the dynamics of a level-dependent quasi-birth–death process X={(I (t), J
(t)): t≥ 0}, ie, a bi-variate Markov chain defined on the countable state space∪ i= 0∞ l (i) …

Exact solutions for M/M/c/setup queues

T Phung-Duc - Telecommunication Systems, 2017 - Springer
Recently multiserver queues with setup times have been extensively studied because they
have applications in power-saving data centers. A challenging model is the M/M/c/Setup …

Tail decay rates in double QBD processes and related reflected random walks

M Miyazawa - Mathematics of Operations Research, 2009 - pubsonline.informs.org
A double quasi-birth-and-death (QBD) process is the QBD process whose background
process is a homogeneous birth-and-death process, which is a synonym of a skip-free …

Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

DP Kroese, WRW Scheinhardt, PG Taylor - 2004 - projecteuclid.org
Abstract Quasi-birth-and-death (QBD) processes with infinite “phase spaces” can exhibit
unusual and interesting behavior. One of the simplest examples of such a process is the two …

A markov process theory for network growth processes of DAG-based blockchain systems

XS Song, QL Li, YX Chang, C Zhang - arxiv preprint arxiv:2209.01458, 2022 - arxiv.org
Note that the serial structure of blockchain has many essential pitfalls, thus a data network
structure and its DAG-based blockchain are introduced to resolve the blockchain pitfalls …