An improved FFT-based version of Ramaswami's formula

DOI10.1080/15326349708807423zbMATH Open0880.60092OpenAlexW1970488669WikidataQ56778638 ScholiaQ56778638MaRDI QIDQ4340650FDOQ4340650

Authors: B. Meini 

Publication date: 7 January 1998

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349708807423

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zbMATH Keywords

fast Fourier transformToeplitz matricesinvariant vector of a stochastic matrixRamaswami's formula

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cited In (9)

• Computations with infinite Toeplitz matrices and polynomials
• The \(M/G/1\)-type Markov chain with restricted transitions and its application to queues with batch arrivals
• A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
• Markov Chains with Hybrid Repeating Rows - Upper-Hessenberg, Quasi-Toeplitz Structure of the Block Transition Probability Matrix
• Exploiting the Toeplitz structure in certain queueing problems
• Non-skip-free M/G/1-type Markov chains and Laurent matrix power series
• Neumann exterior wave propagation problems: computational aspects of 3D energetic Galerkin BEM
• Improved FFT approximations of probability functions based on modified quadrature rules
• AMAP/G/1 Queue with an Underlying Birth–Death Process

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