A logarithmic reduction algorithm for quasi-birth-death processes
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Publication:4274457
DOI10.2307/3214773zbMath0789.60055OpenAlexW2070689535MaRDI QIDQ4274457
Vaidyanathan Ramaswami, Guy Latouche
Publication date: 25 May 1994
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214773
numerical examplesquadratic convergenceminimal nonnegative solutionsquasi-birth-death processesirreducible chain
Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)
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