Computing the fundamental matrix of an M/G/1–type Markov chain

DOI10.1007/978-0-387-98096-6_9MaRDI QIDQ3407616zbMATH OpenOpenAlexFDO

Authors Emma Hunt

Publication date 4 March 2010

Published in Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-387-98096-6_9

zbMATH Keywords

fundamental matrixblock Markov chainLR algorithmalgorithm H convergence ratesCR algorithm

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(6)

• Accurate Computation of the Fundamental Matrix of a Markov Chain
• A comparison of probabilistic and invariant subspace methods for the block \(M/G/1\) Markov chain
• A probabilistic interpretation of cyclic reduction and its relationships with logarithmic reduction
• Stable computation with the fundamental matrix of a Markov chain
• A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
• Computing the Fundamental Matrix for a Reducible Markov Chain

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