IIIT Hyderabad Publications |
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Transient Analysis of Toeplitz Type Continuous Time Markov ChainsAuthors: Garimella Ramamurthy,Rakesh Dhani Reddy,Vishnu Vardhan Conference: In part presented as a poster paper at the International Symposium on Information Theory (ISIT-2004), Chicago. Date: 2009-04-16 Report no: IIIT/TR/2009/77 AbstractIt is well known that continuous time Markov chains provide versatile stochastic models of various phenomena arising in science and technology. Birth-and-Death processes arise frequently in queueing theory. In this technical report, we consider continuous time Markov chains whose generator matrix is of Toeplitz type. We provide an efficient algorithm to compute the transient probability distribution of such Markov chains efficiently. Thus this algorithm enables efficient computation of performance measures of Toeplitz type queues. Centre for Security, Theory and Algorithms |
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