Exact algorithms for singular tridiagonal systems with applications to Markov chains

DOI10.1016/J.AMC.2003.10.029MaRDI QIDQ702603zbMATH OpenOpenAlexFDO

Authors Linzhang Lu, Wai-Ki Ching, Michael Ng

Publication date 17 January 2005

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2003.10.029

zbMATH Keywords

Markov chainsrandom walksdivide-and-conquer algorithmsingular linear systemirreducible tridiagonal matrixmatrix partitioningoverflow queuing networksteady state probability distributionssuccessive matrix decomposition

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cited in

(3)

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