Phil Pollett's Research Pages

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ARC Funded Projects

Papers and Abstracts

Matrix-Analytic Methods in Applied Probability (1996-1998)

(Held jointly with Bill Henderson, Charles Pearce and Peter Taylor, Department of Applied Mathematics, The University of Adelaide)

[Project Summary]

Published work

Bean N.G., Bright, L., Latouche, G., Pearce, C.E.M., Pollett, P.K. and Taylor, P.G. (1997) The quasistationary behaviour of quasi-birth-and-death processes. The Annals of Applied Probability 7, 134-155.

Bean, N.G., Green, D.A. and Taylor, P.G. (1998) Approximations to the output process of MAP/PH/1 queues, In (Eds A. Alfa and S. Chakravarthy) Advances in Matrix Analytic Methods for Stochastic Models, Notable Publications, NJ, pp. 151-170.

Bean, N.G., Green, D.A. and Taylor, P.G. (1998) The output process of an MMPP/M/1 queue, Journal of Applied Probability 35, 998-1002.

Bean, N.G. and Green, D.A. (2000) When is a MAP Poisson? Mathematical and Computer Modelling 31, 31-46.

Bean, N.G., Latouche, G. and Taylor, P.G. (1998) Quasi-reversibility and quasi-birth-and-death processes, In (Eds A. Alfa and S. Chakravarthy) Advances in Matrix Analytic Methods for Stochastic Models, Notable Publications, NJ, pp. 115-134.

Bean, N.G., Li, Jian-Min and Taylor, P.G. (1998) Some asymptotic properties of two-stage tandem networks of PH/PH/1 queues, In (Eds A. Alfa and S. Chakravarthy) Advances in Matrix Analytic Methods for Stochastic Models, Notable Publications, NJ, pp. 171-193.

Bean, N.G., Pollett, P.K. and Taylor, P.G. (1996) The quasistationary distributions of homogeneous quasi-birth-and-death processes, In (Eds Richard J. Wilson, D.N. Pra Murthy and Shunji Osaki) Proceedings of the 2nd Australia-Japan Workshop on Stochastic Models in Engineering, Technology and Management, Technology Management Centre, The University of Queensland, pp. 44-55.

Bean, N.G., Pollett, P.K. and Taylor, P.G. (1998) The quasistationary distributions of level-independent quasi-birth-and-death processes, Stochastic Models 14 (Special Issue in Honour of Marcel Neuts), 389-406.

Bean, N.G., Pollett, P.K. and Taylor, P.G. (2000) The quasistationary distributions of level-dependent quasi-birth-and-death processes, Stochastic Models 16, 511-541.

Lasserre, J.B. and Pearce, C.E.M. (1998) On the existence of a quasistationary measure for a Markov chain Ann. Probab. 291, 437-446.

Latouche, G., Pearce, C.E.M. and Taylor, P.G. (1998) Invariant measures for quasi-birth-and-death processes, Stochastic Models 14 (Special Issue in Honour of Marcel Neuts), 443-460.

Li, Jian-Min and Neuts, M.F. (1998) Waiting times for success runs in a class of discrete point processes, Bulletin of the Hong Kong Mathematical Society 2, 131-142.

Li, Jian-Min, Widjaja, I. and Neuts, M.F. (1998) Congestion detection in ATM networks, Performance Evaluation 34, 147-168.

Neuts, M.F. and Li, Jian-Min (1999) Point processes competing for runs: a new tool for their investigation, Methodology and Computing in Applied Probability 1, 29-53.

Pearce, C.E.M. (1999) On the exact solution of the general stochastic rumour, Mathematical and Computer Modelling 31, 289-298.

Pearce, C.E.M. and Rhee, K.H. (1999) An algorithmic approach to the M/PH/c retrial queue with homogeneous servers, Proceedings of the Applied Mathematics Workshop, Centre for Applied Mathematics, KAIST 6, 135-155.

Pearce, C.E.M. and Shin, Y.W. (1998) An algorithmic approach to the Markov chain with transition probability matrix of upper block-Hessenberg form, Korean Journal of Computational and Applied Mathematics 5, 403-426.

Pearce, C.E.M. and Shin, Y.W. (1998) The BMAP/G/1 vacation queue with queue-length dependent vacation schedule, Journal of the Australian Mathematical Society Series B 40, 207-221.

Pearce, E. (1998) Determining a quasistationary distribution for a block process, In (Eds A. Alfa and S. Chakravarthy) Advances in Matrix Analytic Methods for Stochastic Models, Notable Publications, NJ, pp. 55-66.

If you have any comments on these pages,
feel free to e-mail me: pkp@maths.uq.edu.au