Solving quadratic matrix equations arising in random walks in the quarter plane (Q5113364)
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scientific article; zbMATH DE number 7208132
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| English | Solving quadratic matrix equations arising in random walks in the quarter plane |
scientific article; zbMATH DE number 7208132 |
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Solving Quadratic Matrix Equations Arising in Random Walks in the Quarter Plane (English)
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4 June 2020
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matrix equations
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Markov chains
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Toeplitz matrices
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random walks
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fixed point iteration
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infinite matrices
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Newton iteration
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0.8574129939079285
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0.8226369619369507
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0.8192604780197144
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