Kronecker-based infinite level-dependent QBD processes

Date
2012
Authors
Dayar, T.
Orhan, M. C.
Advisor
Instructor
Source Title
Journal of Applied Probability
Print ISSN
0021-9002
Electronic ISSN
Publisher
Applied Probability Trust
Volume
49
Issue
4
Pages
1166 - 1187
Language
English
Type
Article
Journal Title
Journal ISSN
Volume Title
Abstract

Markovian systems with multiple interacting subsystems under the influence of a control unit are considered. The state spaces of the subsystems are countably infinite, whereas that of the control unit is finite. A recent infinite level-dependent quasi-birth-and-death model for such systems is extended by facilitating the automatic representation and generation of the nonzero blocks in its underlying infinitesimal generator matrix with sums of Kronecker products. Experiments are performed on systems of stochastic chemical kinetics having two or more countably infinite state space subsystems. Results indicate that, even though more memory is consumed, there are many cases where a matrix-analytic solution coupled with Lyapunov theory yields a faster and more accurate steady-state measure compared to that obtained with simulation. © Applied Probability Trust 2012.

Course
Other identifiers
Book Title
Keywords
Biology, Markov process, Numerical analysis, Queues: theory, Simulation
Citation
Published Version (Please cite this version)