Abstract: | ![]() Abstract In this paper we consider a nonpreemptive priority queue with two priority classes of customers. Customers arrive according to a batch Markovian arrival process (BMAP). In order to calculate the boundary vectors we propose a spectral method based on zeros of the determinant of a matrix function and the corresponding eigenvectors. It is proved that there are M zeros in a set Ω, where M is the size of the state space of the underlying Markov process. The zeros are calculated by the Durand-Kerner method, and the stationary joint probability of the numbers of customers of classes 1 and 2 at departures is derived by the inversion of the two-dimensional Fourier transform. For a numerical example, the stationary probability is calculated. |