Marked point processes (MPP's) play an important role in stochastic modeling. In this talk we
review a class of point processes, called batch Markovian arrival processes (BMAP's), that is …

Matrix analytic methods constitute a success story, illustrating the enrichment of a science,
applied probability, by a technology, that of digital computers. Marcel Neuts has played a …

We consider a branch of queueing theory, retrial queueing systems, which is characterized
by the following basic assumption: a customer who cannot receive service (due to finite …

Intersecting two large research areas-numerical analysis and applied probability/queuing
theory-this book is a self-contained introduction to the numerical solution of structured …

Queueing theory applications can be discovered in many walks of life including;
transportation, manufacturing, telecommunications, computer systems and more. However …

We propose a new quadratically convergent algorithm, having a low computational cost per
step and good numerical stability properties, which allows the simultaneous approximation …

The package SMC-Solver for solving structured Markov chains is presented. It contains the
most advanced algorithms for solving QBD, M/G/1 and G/M/1 problems. The package is …

A survey on numerical methods, based on Toeplitz matrix computation, for the solution of
M/G/l type Markov chains is presented together with some new advances. We show how the …

We consider a single server queue in which the customers wait for service for a fixed time
and leave the system if the service has not begun within that time. The customers arrive …

In this paper, we study Markov fluid queues where the net fluid rate to a single-buffer system
varies with respect to the state of an underlying continuous-time Markov chain. We present a …