On numerical solution of the Markov renewal equation: Tight upper and lower kernel bounds (Q5959764): Difference between revisions
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scientific article; zbMATH DE number 1726747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On numerical solution of the Markov renewal equation: Tight upper and lower kernel bounds |
scientific article; zbMATH DE number 1726747 |
Statements
On numerical solution of the Markov renewal equation: Tight upper and lower kernel bounds (English)
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11 April 2002
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Some tight bounds and a fast parallel algorithm to compute the Markov renewal kernel are developed. Computational error and numerical stability for computing the bounds in parallel are discussed using known results in numerical analysis. Applying the results, the expected number of departures relative to a certain queueing network is studied.
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Markov renewal process
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Markov renewal equation
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convolution integral equation
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Toeplitz matrix
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