DR for foreground-background QBD processes


Brief description of the algorithm

Input: A foreground QBD process whose transitions depend on the level of a background QBD process (the input is the generator matrices for these processes).

Output: A single generator matrix for an approximate foreground QBD process.

Source code (matlab)

    DR.zip

The above file contains the following set of files:

    README.txt
    infinite2finite.m
    infinite2finiteA.m
    infinite2finiteB.m
    finiteforeground.m
    Neuts3.m
    homoNeuts.m
    nonhomoNeuts.m
    FPmatrix.m
    RUGmatrices.m
    Gmatrix.m
    Mmatrix.m
    MRImatrix.m
    coxian2.m

Related documents

This is an implementation of the algorithm described in
Applications of the algorithm, DR, can be found in
or

Takayuki Osogami
Department of Computer Science
Carnegie Mellon University
5000 Forbes Avenue
Pittsburgh, PA 15213