Numerical Methods for Structured Markov Chains
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- Marked Markovian arrivals in a tandem G-network with blocking
- Non-skip-free M/G/1-type Markov chains and Laurent matrix power series
- Asymptotics for the late arrivals problem
- Condition numbers and backward error of a matrix polynomial equation arising in stochastic models
- On the solution of a rational matrix equation arising in G-networks
- A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations
- Fast computation of stationary joint probability distribution of sparse Markov chains
- Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models
- The computation of the mean first passage times for Markov chains
- Steady state analysis of level dependent quasi-birth-and-death processes with catastrophes
- A quadratically convergent Bernoulli-like algorithm for solving matrix polynomial equations in Markov chains
- Structured analysis approaches for large Markov chains
- Quadratic vector equations
- A ``shift-and-deflate technique for quadratic matrix polynomials
- Non-Toeplitz decay bounds for inverses of Hermitian positive definite tridiagonal matrices
- A Taylor series approach for service-coupled queueing systems with intermediate load
- A fast Newton-Shamanskii iteration for a matrix equation arising from M/G/1-type Markov chains
- The palindromic cyclic reduction and related algorithms
- Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk
- A ROM-accelerated parallel-in-time preconditioner for solving all-at-once systems in unsteady convection-diffusion PDEs
- Finite capacity single-server queue with Poisson input, general service and delayed renovation
- Tail asymptotics in any direction of the stationary distribution in a two-dimensional discrete-time QBD process
- Fast parallel-in-time quasi-boundary value methods for backward heat conduction problems
- Orthogonal iterations on companion-like pencils
- Parallel implementation for the two-stage SDIRK methods via diagonalization
- Moments and polynomial expansions in discrete matrix-analytic models
- Low-rank updates and divide-and-conquer methods for quadratic matrix equations
- Rational Krylov and ADI iteration for infinite size quasi-Toeplitz matrix equations
- Perturbed Markov chains with damping component
- Coordinating lead times and safety stocks under autocorrelated demand
- Deviation matrix and asymptotic variance for \(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains
- Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I.
- Convergence of relaxed Newton method for order-convex matrix equations
- Block generalized locally Toeplitz sequences: theory and applications in the unidimensional case
- A priori error analysis for time-stepping discontinuous Galerkin finite element approximation of time fractional optimal control problem
- Highly accurate doubling algorithm for quadratic matrix equation from quasi-birth-and-death process
- Effective algorithm for computation of the stationary distribution of multi-dimensional level-dependent Markov chains with upper block-Hessenberg structure of the generator
- Componentwise accurate fluid queue computations using doubling algorithms
- A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations
- Shift techniques for quasi-birth and death processes: canonical factorizations and matrix equations
- Efficient cyclic reduction for quasi-birth-death problems with rank structured blocks
- Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
- Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models
- Numerical analysis of M/G/1 type queueing systems with phase type transition structure
- Delay analysis of a queue with re-sequencing buffer and Markov environment
- Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains
- Red light green light method for solving large Markov chains
- Computing eigenvalues of semi-infinite quasi-Toeplitz matrices
- Weight splitting iteration methods to solve quadratic nonlinear matrix equation \(MY^2+NY+P=0\)
- Geometric means of quasi-Toeplitz matrices
- Analysis of a discrete-time queue with time-limited overtake priority
- On a class of matrix pencils and -ifications equivalent to a given matrix polynomial
- Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues
- A compressed cyclic reduction for QBD processes with low-rank upper and lower transitions
- The \(M/G/1\)-type Markov chain with restricted transitions and its application to queues with batch arrivals
- Decay bounds for functions of Hermitian matrices with banded or Kronecker structure
- Matrix structures in queuing models
- Localization in matrix computations: theory and applications
- Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
- Runtime analysis of probabilistic programs with unbounded recursion
- Light-tailed asymptotics of stationary tail probability vectors of Markov chains of M/G/1 type
- Approximations to quasi-birth-and-death processes with infinite blocks
- Markovian trees subject to catastrophes: transient features and extinction probability
- Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes
- scientific article; zbMATH DE number 440644 (Why is no real title available?)
- A fast Newton's iteration for M/G/1-type and GI/M/1-type Markov chains
- Semi-infinite quasi-Toeplitz matrices with applications to QBD stochastic processes
- General solution of the Poisson equation for quasi-birth-and-death processes
- A structured Markov chain approach to branching processes
- scientific article; zbMATH DE number 4178286 (Why is no real title available?)
- Block generalized locally Toeplitz sequences: topological construction, spectral distribution results, and star-algebra structure
- A computational framework for two-dimensional random walks with restarts
- Coupling and ergodic theorems for Markov chains with damping component
- A comparison of probabilistic and invariant subspace methods for the block \(M/G/1\) Markov chain
- Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process
- Breaking the dimensionality curse in multi-server queues
- The morphing of fluid queues into Markov-modulated Brownian motion
- Continuous-time block-monotone Markov chains and their block-augmented truncations
- On the dual relationship between Markov chains of GI/M/1 and M/G/1 type
- Constructive computation in stochastic models with applications. The RG-factorization.
- scientific article; zbMATH DE number 5177456 (Why is no real title available?)
- q-SERIES IN MARKOV CHAINS WITH BINOMIAL TRANSITIONS
- Numerical Methods in Markov Chain Modeling
- scientific article; zbMATH DE number 729460 (Why is no real title available?)
- scientific article; zbMATH DE number 1959508 (Why is no real title available?)
- The mean queue content of discrete-time queues with zero-regenerative arrivals
- Convergence of a modified Newton method for a matrix polynomial equation arising in stochastic problem
- The extrapolation-accelerated multilevel aggregation method in PageRank computation
- Traffic lights, clumping and QBDs
- An All-at-Once Preconditioner for Evolutionary Partial Differential Equations
- Explicit solutions for continuous-time QBD processes by using relations between matrix geometric analysis and the probability generating functions method
- PERFORMANCE MEASURES FOR THE TWO-NODE QUEUE WITH FINITE BUFFERS
- Fourth-order tensor Riccati equations with the Einstein product
- A uniform spectral analysis for a preconditioned all-at-once system from first-order and second-order evolutionary problems
- Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes
- A Parallel-In-Time Block-Circulant Preconditioner for Optimal Control of Wave Equations
- Solving quadratic matrix equations arising in random walks in the quarter plane
- On the decay of the off-diagonal singular values in cyclic reduction
- A diagonalization-based parareal algorithm for dissipative and wave propagation problems
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