New convergence results on functional iteration techniques for the numerical solution of M/G/1 type Markov chains

DOI10.1007/S002110050303zbMATH Open0889.65145OpenAlexW2006924038MaRDI QIDQ1374752FDOQ1374752

Authors: B. Meini 

Publication date: 10 December 1997

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110050303

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• Note on functional iteration technique for \(M/G/1\) type Markov chains
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zbMATH Keywords

convergencematrix equationminimal nonnegative solutionfunctional iteration methodsM/G/1 type Markov chains

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Numerical computation of solutions to systems of equations (65H10) Stochastic matrices (15B51) Matrix equations and identities (15A24)

Cited In (15)

• Nonlinear matrix equations and structured linear algebra
• ON LATOUCHE–RAMASWAMI'S LOGARITHMIC REDUCTION ALGORITHM FOR QUASI-BIRTH-AND-DEATH PROCESSES
• On the numerical solution of a nonlinear matrix equation in Markov chains
• Solving Quadratic Matrix Equations Arising in Random Walks in the Quarter Plane
• Note on functional iteration technique for \(M/G/1\) type Markov chains
• Solving nonlinear matrix equations arising in tree-like stochastic processes.
• Risk processes analyzed as fluid queues
• Relaxed functional iteration techniques for the numerical solution of \(M/G/1\) type Markov chains
• Solving matrix polynomial equations arising in queueing problems
• A note on the fixed-point iteration for the matrix equations \(X \pm A^* X^{-1}A=I\)
• Exploiting the Toeplitz structure in certain queueing problems
• Numerical methods for QBD matrix equations
• Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$
• A family of fast fixed point iterations for M/G/1-type Markov chains
• Solving certain queueing problems by means of regular splittings

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