Skip to main content
Log in

On symbolic RG factorization of quasi-birth-and-death processes

  • Original Paper
  • Published:
TOP Aims and scope Submit manuscript

Abstract

In this paper we propose a symbolic method for solving quasi-birth-and-death processes via the RG factorization, and some “simple truncations”—see Remark 4. For reasons yet unexplained, this symbolic method yields the exact G, U, and R matrices in some low dimensional cases like the M/M/c/c retrial queue with c=1,2 servers (these results are essentially known due to Liu and Zhao (2010)), as well as the “Lie solvable model” introduced by Kawanishi (2005) (again only for c=1,2).

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Artalejo JR, Gómez-Corral A (2008) Retrial queueing systems: a computational approach. Springer, Berlin. ISBN 3540787240

    Book  Google Scholar 

  • Baumann H, Sandmann W (2010) Numerical solution of level dependent quasi-birth-and-death processes. Procedia Comput Sci 1(1):1561–1569

    Article  Google Scholar 

  • Choi BD, Kim YC, Lee YW (1998) The M/M/c retrial queue with geometric loss and feedback. Comput Math Appl 36(6):41–52

    Article  Google Scholar 

  • Cohen JW (1957) Basic problems of telephone traffic theory and the influence of repeated calls. Philips Telecomm Rev 18(2):49–100

    Google Scholar 

  • Faddeev DK, Fadeeva VN (1963) Computational methods of linear algebra Freeman, San Francisco

    Google Scholar 

  • Falin GI, Templeton JGC (1997) Retrial queues. Chapman & Hall/CRC Press, London/Boca Raton

    Google Scholar 

  • Gaver DP, Jacobs PA, Latouche G (1984) Finite birth-and-death models in randomly changing environments. Adv Appl Probab 16(4):715–731

    Article  Google Scholar 

  • Gómez-Corral A, Ramalhoto MF (1999) The stationary distribution of a markovian process arising in the theory of multiserver retrial queueing systems. Math Comput Model 30(3–4):141–158

    Article  Google Scholar 

  • Hajek B (1982) Birth-and-death processes on the integers with phases and general boundaries. J Appl Probab 19(3):488–499

    Article  Google Scholar 

  • Kawanishi K (2005) On the counting process for a class of Markovian arrival processes with an application to a queueing system. Queueing Syst 49(2):93–122

    Article  Google Scholar 

  • Keilson J, Cozzolino J, Young H (1968) A service system with unfilled requests repeated. Oper Res 16(6):1126–1137

    Article  Google Scholar 

  • Kim YC (1995) On M/M/3/3 retrial queueing system. Honam Math J 17(1):141–147

    Google Scholar 

  • Kosten L (1947) On the influence of repeated calls in the theory of probabilities of blocking. De Ingenieur 59:1–25

    Google Scholar 

  • Kulkarni VG, Liang HM (1997) Retrial queues revisited. In: Frontiers in queueing: models and applications in science and engineering, pp 19–34

    Google Scholar 

  • Latouche G, Ramaswami V, Kulkarni VG (1999) Introduction to matrix analytic methods in stochastic modeling. J Appl Math Stoch Anal 12(4):435–436

    Article  Google Scholar 

  • Li QL (2010) Constructive computation in stochastic models with applications: the RG-factorizations. Springer, Berlin

    Book  Google Scholar 

  • Li QL, Cao JH (2004) Two types of RG-factorizations of continuous-time level dependent quasi-birth-and-death processes and their applications to stochastic integral functionals. Stoch Models 20(3):299–340

    Article  Google Scholar 

  • Liu B, Zhao YQ (2010) Analyzing retrial queues by censoring. Queueing Syst 64(3):203–225

    Article  Google Scholar 

  • Meyer CD (1989) Stochastic complementation, uncoupling Markov chains, and the theory of nearly reducible systems. SIAM Rev 31(2):240–272

    Article  Google Scholar 

  • CEM Pearce (1987) On the problem of re-attempted calls in teletraffic. Stoch Models 3(3):393–407

    Article  Google Scholar 

  • CEM Pearce (1989) Extended continued fractions, recurrence relations and two-dimensional Markov processes. Adv Appl Probab 21(2):357–375

    Article  Google Scholar 

  • Phung-Duc T, Masuyama H, Kasahara S, Takahashi Y (2009) M/M/3/3 and M/M/4/4 retrial queues. J Ind Manag Optim 5(3):431–451

    Article  Google Scholar 

  • Phung-Duc T, Masuyama H, Kasahara S, Takahashi Y (2010a) A simple algorithm for the rate matrices of level-dependent QBD processes. In: Proceedings of the 5th international conference on queueing theory and network applications. ACM, New York, pp 46–52

    Google Scholar 

  • Phung-Duc T, Masuyama H, Kasahara S, Takahashi Y (2010b) State-dependent M/M/c/c+ r retrial queues with Bernoulli abandonment. J Ind Manag Optim 6(3):517–540

    Article  Google Scholar 

  • Phung-Duc T, Masuyama H, Kasahara S, Takahashi Y (2011) A matrix continued fraction approach to multiserver retrial queues. Ann Oper Res 1–23 (online first)

  • Riordan J (1962) Stochastic service systems. Wiley, New York

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Florin Avram.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Avram, F., Fotso Chedom, D. On symbolic RG factorization of quasi-birth-and-death processes. TOP 19, 317–335 (2011). https://doi.org/10.1007/s11750-011-0195-7

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11750-011-0195-7

Keywords

Mathematics Subject Classification (2000)

Navigation