Spectral Analysis and Eigenvalue Decomposition of Quasi-Birth-Death Processes in Priority Queueing Systems
Keywords:
Eigenvalue Decomposition, Markov Chains, Matrix-Analytic Methods, Priority Queueing, Quasi-Birth-Death ProcessesAbstract
The present study offers an extensive spectral analysis of Quasi-Birth-Death (QBD)processes to priority-based queueing systems. In particular, we analyze a single-server, twoclass preemptive-resume priority queue through a structured continuous-time Markov chainframework. The system is mathematically represented by a block-tridiagonal infinitesimalgenerator matrix capturing arrivals, departures, and intra-level transitions. The central approach is solving the matrix quadratic equation
References
Bean, N. G., Bright, L., Latouche, G., Pearce, C. E. M., Pollett, P. K., & Taylor, P. G. (1997). The quasi-stationary behavior of quasi-birth-and-death processes. Annals of Applied Probability. https://doi.org/10.1214/aoap/1034625256


