A general class of Markov processes with explicit matrix-geometric solutions (Q1088296): Difference between revisions
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| Language | Label | Description | Also known as |
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| English | A general class of Markov processes with explicit matrix-geometric solutions |
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A general class of Markov processes with explicit matrix-geometric solutions (English)
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1986
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We consider a class of Markov chains for which the stationary probability vector, when it exists, is of the matrix-geometric form. The essential step in the computational algorithm usually is the evaluation of a matrix R. We consider two general cases for which that matrix is explicitly determined.
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stationary probability vector
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matrix-geometric form
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