Numerical analysis of M/G/1 type queueing systems with phase type transition structure

摘要

A number of existing results describe the numerical calculation of the steady-state distribution of an M/G/1/ type Markov process. However, these numerical methods have difficulties when the forward transition structure has a long tail asymptotic. This paper proposes a numerical approximation that can account for the polynomial decay of the steady-state distribution over several orders of magnitude, where the other known methods fail. An important advantage of the proposed approximation is that it uses numerically stable techniques. (C) 2007 Elsevier B.V. All rights reserved.