Semi-infinite quasi-Toeplitz matrices with applications to QBD stochastic processes
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Publication:3177717
DOI10.1090/mcom/3301zbMath1393.15038arXiv1611.06337MaRDI QIDQ3177717
Dario Andrea Bini, Stefano Massei, Beatrice Meini
Publication date: 1 August 2018
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.06337
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
15B05: Toeplitz, Cauchy, and related matrices
15A16: Matrix exponential and similar functions of matrices
65F60: Numerical computation of matrix exponential and similar matrix functions
Related Items
On the exponential of semi-infinite quasi-Toeplitz matrices, Quasi-Toeplitz matrix arithmetic: a MATLAB toolbox
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