The Power-Series Algorithm has been used to calculate the steady-state distribution of various queueing models with a multi-dimensional birth-and-death structure. In this paper, the method is generalized to a much wider class of Markov processes, including for example very general networks of queues and all kinds of non-queueing models. Also, the theoretical justification of the method is improved by deriving sufficient conditions for the steady-state probabilities and moments to be analytic. To do this, a lemma is derived that ensures ergodicity of a Markov process with generator if the set of balance equations has a solution that satisfies Pii = 1 and Pi ji ii j <1 but that need not be non-negative.
|Publication status||Published - 1994|
|Name||CentER Discussion Paper|