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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Detalhes bibliográficos
Autor principal: Ferreira, Manuel Alberto M. (author)
Outros Autores: Andrade, Marina (author)
Formato: article
Idioma:eng
Publicado em: 2013
Assuntos:
Texto completo:http://hdl.handle.net/10071/5673
País:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/5673