2007
DOI: 10.1287/ijoc.1050.0160
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ETAQA Solutions for Infinite Markov Processes with Repetitive Structure

Abstract: W e describe the ETAQA (efficient technique for the solution of quasi birth-death processes) approach for the exact analysis of M/G/1 and GI/M/1-type processes, and their intersection, i.e., quasi birth-death processes. ETAQA exploits the repetitive structure of the infinite portion of the chain and derives a finite system of linear equations. In contrast to the classic techniques for solution of such systems, the solution of this finite linear system does not provide the entire probability distribution of the… Show more

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Cited by 10 publications
(5 citation statements)
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“…This can be done efficiently using the matrix-analytic method, since the CTMC sparsity structure makes it equivalent to an M/G/1-type process [LR99]. The latter is analyzed using the MAMSolver [RS02,RS07].…”
Section: Cold Start Statesmentioning
confidence: 99%
“…This can be done efficiently using the matrix-analytic method, since the CTMC sparsity structure makes it equivalent to an M/G/1-type process [LR99]. The latter is analyzed using the MAMSolver [RS02,RS07].…”
Section: Cold Start Statesmentioning
confidence: 99%
“…This can be done efficiently using the matrix-analytic method, since the CTMC sparsity structure makes it equivalent to a M/G/1-type process [14]. The latter is analyzed using the MAMSolver [15], [16].…”
Section: A Estimating Cold Start Probabilitiesmentioning
confidence: 99%
“…This can be done efficiently using the matrix-analytic method, since the CTMC sparsity structure makes it equivalent to a M/G/1-type process [14]. The latter is analyzed using the implementation in the MAMSolver [15], [16].…”
Section: Cold Start Statesmentioning
confidence: 99%