An algorithmic approach for a special class of Markov chains (Q797477)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An algorithmic approach for a special class of Markov chains |
scientific article |
Statements
An algorithmic approach for a special class of Markov chains (English)
0 references
1984
0 references
The paper gives an algorithm for solving special systems of linear equations occurring e.g. when calculating the steady state probabilities for queuing models. The linear system has to be of the form \(xR=d\) where x and d are m-vectors, \(d=(0,0,...,0,1)\), \(R=L+U\) is an \(m\times m\)- matrix, L is lower triangular with nonzero diagonal elements and U is upper triangular with only \(\ell(<m)\) nonzero columns. So, essentially only a linear system of the size \(\ell \times \ell\) has to be solved.
0 references
structured Markov chains
0 references
steady state equation
0 references
algorithm
0 references
special systems of linear equations
0 references
steady state probabilities
0 references
queuing models
0 references