Note on functional iteration technique for \(M/G/1\) type Markov chains (Q846335)
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| Language | Label | Description | Also known as |
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| English | Note on functional iteration technique for \(M/G/1\) type Markov chains |
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Note on functional iteration technique for \(M/G/1\) type Markov chains (English)
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9 February 2010
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The mean convergence rate of the iterative approximation of the nonnegative solution \(G\) of the following matrix equation \( X= \sum^{\infty}_{i=0}X^iA_i \), which comes from the M/G/1 queuing system and studied completely by \textit{B. Meini} [Numer. Math. 78, No.~1, 39--58 (1997; Zbl 0889.65145)], is shown related to the second eigenvalue of \(G\) .
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stochastic matrices
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minimal nonnegative solution
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Markov chains
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iterative methods
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mean asymptotic convergence rate
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matrix equation
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