Semi-infinite quasi-Toeplitz matrices with applications to QBD stochastic processes

DOI10.1090/mcom/3301zbMath1393.15038arXiv1611.06337MaRDI QIDQ3177717

Dario Andrea Bini, Beatrice Meini, Stefano Massei

Publication date: 1 August 2018

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.06337

zbMATH Keywords

Banach algebra; quasi-Toeplitz matrix; quasi-birth and death stochastic processes

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

15B05: Toeplitz, Cauchy, and related matrices

15A16: Matrix exponential and similar functions of matrices

65F60: Numerical computation of matrix exponential and similar matrix functions