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Multi-dimensional quasitoeplitz Markov chains

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  • Alexander N. Dudin
  • Valentina I. Klimenok

Abstract

This paper deals with multi-dimensional quasitoeplitz Markov chains. We establish a sufficient equilibrium condition and derive a functional matrix equation for the corresponding vector-generating function, whose solution is given algorithmically. The results are demonstrated in the form of examples and applications in queues with BMAP-input, which operate in synchronous random environment.

Suggested Citation

  • Alexander N. Dudin & Valentina I. Klimenok, 1999. "Multi-dimensional quasitoeplitz Markov chains," International Journal of Stochastic Analysis, Hindawi, vol. 12, pages 1-23, January.
    • Handle: RePEc:hin:jnijsa:934683
    DOI: 10.1155/S1048953399000337
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    Cited by:

    1. Che Kim & Valentina Klimenok & Alexander Birukov & Alexander Dudin, 2006. "Optimal multi-threshold control by the BMAP/SM/1 retrial system," Annals of Operations Research, Springer, vol. 141(1), pages 193-210, January.

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