Numerical Methods for M/G/1 Type Queues
Abstract
Queues of M/G/1 type give rise to infinite embedded
Markov chains whose transition matrices are upper block Hessenberg. The
traditional algorithms for solving these queues have involved the
computation of an intermediate matrix G. Recently a recursive descent
method for solving block Hessenberg systems has been proposed. In this
paper we explore the interrelations of the two methods.
(Also cross-referenced as UMIACS-TR-95-37)