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Efficient and reliable computation of birth - death process performance measures

Authors :
Ingolfsson, Armann
Tang, Ling
Source :
INFORMS Journal on Computing. Wntr, 2012, Vol. 24 Issue 1, p29, 13 p.
Publication Year :
2012

Abstract

We present an efficient, reliable, and easy-to-implement algorithm to compute steady-state probabilities for birth-death processes whose upper-tail probabilities decay geometrically or faster. The algorithm can provide any required accuracy and [...]

Details

Language :
English
ISSN :
10919856
Volume :
24
Issue :
1
Database :
Gale General OneFile
Journal :
INFORMS Journal on Computing
Publication Type :
Academic Journal
Accession number :
edsgcl.282837673