Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations

J Kuntz, P Thomas, GB Stan, M Barahona - SIAM Review, 2021 - SIAM
Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves
solving a set of linear equations. In most cases of interest, the number of equations is infinite …

Bounding the stationary distributions of the chemical master equation via mathematical programming

J Kuntz, P Thomas, GB Stan… - The Journal of chemical …, 2019 - pubs.aip.org
The stochastic dynamics of biochemical networks are usually modeled with the chemical
master equation (CME). The stationary distributions of CMEs are seldom solvable …

[HTML][HTML] A computational approach to extreme values and related hitting probabilities in level-dependent quasi-birth–death processes

A Di Crescenzo, A Gómez-Corral, D Taipe - Mathematics and Computers in …, 2025 - Elsevier
This paper analyzes the dynamics of a level-dependent quasi-birth–death process X={(I (t), J
(t)): t≥ 0}, ie, a bi-variate Markov chain defined on the countable state space∪ i= 0∞ l (i) …

Computing stationary expectations in level-dependent QBD processes

H Baumann, W Sandmann - Journal of Applied Probability, 2013 - cambridge.org
Stationary expectations corresponding to long-run averages of additive functionals on level-
dependent quasi-birth-and-death processes are considered. Special cases include long-run …

On vector-Kronecker product multiplication with rectangular factors

T Dayar, MC Orhan - SIAM Journal on Scientific Computing, 2015 - SIAM
The infinitesimal generator matrix underlying a multidimensional Markov chain can be
represented compactly by using sums of Kronecker products of small rectangular matrices …

Analytical modelling of software and hardware switches with internal buffer in software-defined networks

D Singh, B Ng, YC Lai, YD Lin, WKG Seah - Journal of Network and …, 2019 - Elsevier
OpenFlow supports internal buffering of data packets in Software-Defined Networking (SDN)
switch whereby a fraction of data packet header is sent to the controller instead of an entire …

Efficient and accurate Lyapunov function-based truncation technique for multi-dimensional Markov chains with applications to discriminatory processor sharing and …

G Somashekar, M Delasay, A Gandhi - Performance Evaluation, 2023 - Elsevier
Online service providers aim to satisfy the tail performance requirements of customers
through Service-Level Objectives (SLOs). One approach to ensure tail performance …

Truncating multi-dimensional Markov chains with accuracy guarantee

G Somashekar, M Delasay… - 2022 30th International …, 2022 - ieeexplore.ieee.org
The ability to obtain the steady-state probability distribution of a Markov chain is invaluable
for modern service providers who aim to satisfy arbitrary tail performance requirements …

Kronecker-based infinite level-dependent QBD processes

TǦ Dayar, MC Orhan - Journal of Applied Probability, 2012 - cambridge.org
Markovian systems with multiple interacting subsystems under the influence of a control unit
are considered. The state spaces of the subsystems are countably infinite, whereas that of …

Algorithms for queueing systems with reneging and priorities modeled as quasi-birth-death processes

A Rastpour, A Ingolfsson… - INFORMS Journal on …, 2022 - pubsonline.informs.org
We consider a Markovian multiserver queueing system with two customer classes,
preemptive priorities, and reneging. We formulate this system as an infinite level-dependent …