A general class of Markov processes with explicit matrix-geometric solutions (Q1088296): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q231103 |
||
| Property / author | |||
| Property / author: Guy Latouche / rank | |||
Revision as of 17:49, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general class of Markov processes with explicit matrix-geometric solutions |
scientific article |
Statements
A general class of Markov processes with explicit matrix-geometric solutions (English)
0 references
1986
0 references
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.
0 references
stationary probability vector
0 references
matrix-geometric form
0 references
