A method to approximate first passage times distributions in direct time Markov processes

A numerical method to approximate first passage times distributions in direct Markov processes will be presented. It is useful to compute sojourn times in queue systems, namely in Jackson queuing networks. Using this method (Kiessler et al., 1988) achieved to clear a problem that arises in the Jacks...

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Bibliographic Details
Main Author: Ferreira, Manuel Alberto M. (author)
Other Authors: Andrade, Marina (author)
Format: article
Language:eng
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10071/5673
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/5673