Phase-type representations for matrix-geometric solutions

Phase-type representations for matrix-geometric solutions

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Article ID: iaor1990644
Country: United States
Volume: 6
Start Page Number: 1
End Page Number: 7
Publication Date: Mar 1990
Journal: Communications in Statistics - Stochastic Models
Authors:
Abstract:

This note re-examines the structured Markov chain {Xk,Nk;k=0,1,...} studied by Neuts. It shows that the marginal steady state distribution of Xk is discrete phase-type. The implication of the result is that the queue length distribution is phase-type for the large set of queues with such an embedded Markov chain.

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