Markov chains with quasitoeplitz transition matrix: applications

[摘要] Application problems are investigated for the Markov chains with quasitoeplitztransition matrix. Generating functions of transient and steady state probabilities, first zero hitting probabilities and mean times are found for various particular cases, corresponding to some known patterns of feedback ( “warm-up,” “switch at threshold” etc.), Level depending dams and queue-depending queueing systems of bothM/G/1andMI/G/1types with arbitrary random sizes of arriving and departing groups are studied.

[学科分类] 应用数学