Solving nonlinear matrix equations arising in tree-like stochastic processes.

DOI10.1016/S0024-3795(02)00593-1zbMath1044.65034MaRDI QIDQ1874657

Dario Andrea Bini, Beatrice Meini, Guy Latouche

Publication date: 25 May 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

algorithms; matrix equation; fixed point iteration; cyclic reduction; Newton's iteration; discrete-time bivariate Markov processes; tree-like stochastic processes

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

15A24: Matrix equations and identities

Related Items

Tree Structured QBD Markov Chains and Tree‐Like QBD Processes, On the Hermitian positive defnite solution of the nonlinear matrix equation \(X + A^*X ^{-1} A + B^*X ^{-1} B = I\), Nonlinear matrix equations and structured linear algebra, Analyzing priority queues with 3 classes using tree-like processes, QBD Markov chains on binomial-like trees and its application to multilevel feedback queues, On the Hermitian positive definite solution of the nonlinear matrix equation, On the link between Markovian trees and tree-structured Markov chains, Quadratic vector equations, THE M/G/1-TYPE MARKOV CHAIN WITH RESTRICTED TRANSITIONS AND ITS APPLICATION TO QUEUES WITH BATCH ARRIVALS

Uses Software

• na12

Cites Work

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