Solving nonlinear matrix equations arising in tree-like stochastic processes.

DOI10.1016/S0024-3795(02)00593-1zbMath1044.65034MaRDI QIDQ1874657

Beatrice Meini, Guy Latouche, Dario Andrea Bini

Publication date: 25 May 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmsmatrix equationfixed point iterationcyclic reductionNewton's iterationdiscrete-time bivariate Markov processestree-like stochastic processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Matrix equations and identities (15A24)

Related Items

Nonlinear matrix equations and structured linear algebra ⋮ THE M/G/1-TYPE MARKOV CHAIN WITH RESTRICTED TRANSITIONS AND ITS APPLICATION TO QUEUES WITH BATCH ARRIVALS ⋮ On preemptive-repeat LIFO queues ⋮ Analyzing priority queues with 3 classes using tree-like processes ⋮ Fitting correlated arrival and service times and related queueing performance ⋮ Some iterative methods for the largest positive definite solution to a class of nonlinear matrix equation ⋮ Quadratic vector equations ⋮ A Polynomial Time Algorithm for Computing Extinction Probabilities of Multitype Branching Processes ⋮ Matrix Structures in Queuing Models ⋮ QBD Markov chains on binomial-like trees and its application to multilevel feedback queues ⋮ Convergence analysis of some iterative methods for a nonlinear matrix equation ⋮ On the Hermitian positive definite solution of the nonlinear matrix equation ⋮ Tree Structured QBD Markov Chains and Tree‐Like QBD Processes ⋮ On the Hermitian positive defnite solution of the nonlinear matrix equation \(X + A^*X ^{-1} A + B^*X ^{-1} B = I\) ⋮ Throughput and delay analysis of an opportunistic tree algorithm ⋮ Solving two generalized nonlinear matrix equations ⋮ On the link between Markovian trees and tree-structured Markov chains

Uses Software

• na12

Cites Work

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