Absttact-This paper presents a new computational method for steady state analysis of finite QBD-process with leveldependent transitions. The QBD state space is defined in two-dimension with N phases and K levels. Instead of formulating solutions in matrix-geometric form, the Foldingalgorithm provides a technique for direct computation of aP = 0, where P is the QBD generator which is an ( N K ) x (NK) matrix. Taking a finite sequence of fixed-cost binary reduction steps, the K-level matrix P is eventually reduced to a single-level matrix, from which a boundary vector is obtained. Each step halves the matrix size but keeps the QBD form. The solution T is expressed as a product of the boundary vector and a finite sequence of expansion fac-
tors. The time and space comp'exity for solving aP = o is therefore reduced from O ( N 3 K ) and O(N'K) to O(N310ga K )and O ( N a log, A'), respectively. The Folding-algorithm has a number of highly desirable advantages when it is applied to queueing analysis. First, the algorithm handles the multilevel control problem in finite buffer systems. Second, its total independence of the phase structure allows the algorithm to apply to more elaborate, multiple-state Markovian sources. Its computational efficiency, numerical stability and superior error performance are also distinctive advantages.algorithm, for direct computation of T P = 0, where T is the equilibrium solution vector. The Folding-algoritlhm is developed on the basis of Markov chain reduction. I t exploits the QBD structure to diminish large level-induced complexity. The time and space complexity of the Foldingalgorithm to solve TP = 0 is equal to O ( N 3 log, K ) and O ( N 2 log, K), respectively. In contrast, a direct application of the block Gaussian elimination (or block LU decomposition) will yield a time and space complexity of O ( N 3 K ) and O ( N 2 K ) [9]. applications in telecommunication network research. Typically, one can use a finite QBD-process with level-dependent transitions to model a statistical multiplexer with finite buffer and Markov chain modulated input, subject to input rate regulation, buffer overload control and dynamic link capacity allocation. Its state space, K x N , in reality may well exceed lo6 in size. This is because the number of levels ( I O , or the buffer size, can be up to around lo3; at about the same order of magnitude is the number of phases ( N ) at each level, which is the size of input Markov chain for aggregate multimedia traffic. For practical purposes,
the time complexity by Folding-algorithm is only O ( N 3 ) .This moderate complexity makes implementation on small computers feasible. Since this paper focuses on the dgorithm, only a few representative examples are selected to demonstrate the stability, accuracy and efficiency of the al-
gorithm. Extensive numerical studies can be found in [lo,The paper is organized as follows. Section I1 describes the algorithm. Section I11 gives the time and space complexity, and error characteristics. Section IV shows the application to...