Multiple Eigenvalues in Spectral Analysis for Solving QBD Processes

Winfried K. Grassmann () and Steve Drekic ()
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Winfried K. Grassmann: University of Saskatchewan
Steve Drekic: University of Waterloo

Methodology and Computing in Applied Probability, 2008, vol. 10, issue 1, 73-83

Abstract: Abstract A number of authors have recently suggested solving quasi birth-and-death (QBD) processes through the use of eigenvalue-based methods. These methods take on a special form when there are multiple eigenvalues present. We investigate this problem in a general setting as well as in the context of a specific preemptive priority queueing model.

Keywords: Eigenvalues; Quasi birth-and-death processes; Jordan blocks; Priority queues; Primary 60J22; Secondary 60K25 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s11009-007-9036-4

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