A logarithmic reduction algorithm for quasi-birth-death processes
From MaRDI portal
Publication:4274457
DOI10.2307/3214773zbMath0789.60055MaRDI QIDQ4274457
Guy Latouche, Vaidyanathan Ramaswami
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 examples; quadratic convergence; minimal nonnegative solutions; quasi-birth-death processes; irreducible chain
60J05: Discrete-time Markov processes on general state spaces
60K25: Queueing theory (aspects of probability theory)
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
65C99: Probabilistic methods, stochastic differential equations
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