Independent markov processes in parallel

Abstract

We consider c independent Markov processes X i,1≤i≤c, with a common state space Ω = {1,...,m} and a common infinitesimal generator S. A recursive algorithm is developed to compute the infinitesimal generator of the Markove process whereN k (t) is the number of Markov processes X i (t) in state k at time t. This algorithm is a key step in the algorithmic scheme, recently developed by V.Ramaswami and D.M.Lucantoni for the GI/PH/c queue.