Non-skip-free M/G/1-type Markov chains and Laurent matrix power series
DOI10.1016/j.laa.2004.02.022zbMath1055.65013OpenAlexW1998194012MaRDI QIDQ1434422
Beatrice Meini, Dario Andrea Bini
Publication date: 4 August 2004
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2004.02.022
algorithmsfast Fourier transformmatrix equationsWiener-Hopf factorizationM/G/1 type Markov chainsgeneralized Ramaswami formulaLaurent matrix power seriesqueuing modelling
Computational methods in Markov chains (60J22) Time-scale analysis and singular perturbations in control/observation systems (93C70) Numerical analysis or methods applied to Markov chains (65C40) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Numerical methods for discrete and fast Fourier transforms (65T50)
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