Werner Sandmann

TL;DR: It is considered the numerical computation of stationary distributions for level dependent quasi-birth-and-death processes and an algorithm based on matrix continued fractions is presented and compared to standard solution techniques.

TL;DR: This work provides comprehensive measurements of all relevant latencies and a detailed statistical analysis with special focus on the overall response times, gaining valuable insights that enable it to give certain statistical assertions and to suggest improvements in the hidden service protocol and its implementation.

TL;DR: This work provides an exact computational analysis of various steady-state performance measures such as loss and blocking probabilities, expectations and higher moments of numbers of customers in the queues and in the whole system by modeling the tandem queue as a level-dependent quasi-birth-and-death process and applying suitable matrix-analytic methods.

TL;DR: A matrix analytic algorithm (MAA) for computing the stationary distribution of quasi-birth-and-death processes is introduced that extends and generalizes similar algorithms for LDQBDs without catastrophes and Comparisons with standard solution algorithms for Markov chains demonstrate its superiority in terms of runtime and memory requirements.

TL;DR: This work proposes a numerical algorithm based on a similar partitioning but without resorting to simulation that exploits the connection to continuous-time Markov chains and decomposes the overall problem to significantly smaller subproblems that become tractable.