Semi-infinite quasi-Toeplitz matrices with applications to QBD stochastic processes
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Publication:3177717
DOI10.1090/mcom/3301zbMath1393.15038arXiv1611.06337OpenAlexW2554229472MaRDI QIDQ3177717
Dario Andrea Bini, Stefano Massei, Beatrice Meini
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
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Toeplitz, Cauchy, and related matrices (15B05) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)
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