Work

Computing the Matrix G of Multi-Dimensional Markov Chains of M/G/1 Type

Year: 2025

Type: article

Abstract: We consider Md-M/G/1 processes, which are irreducible discrete-time Markov chains consisting of two components. The first component is a nonnegative integer vector, while the second component indicates the state (or phase) of the external environment. The level of a state is defined by the minimum value in its first component. The matrix G of the process represents the conditional probabilities that, starting from a given state of a certain level, the Markov chain will first reach a lower level in a specific state. This study aims to develop an effective algorithm for computing matrices G for Md-M/G/1 processes.

Source: Mathematics

DOI: 10.3390/math13081223

Authors: Valeriy Naumov, Konstantin Samouylov

Institution: Peoples' Friendship University of Russia

Language: English

Topic: Advanced Queuing Theory Analysis

Subfield: Management Information Systems

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: gold

Estimated APC paid: $3,137

Funder: RUDN University