ON LATOUCHE–RAMASWAMI'S LOGARITHMIC REDUCTION ALGORITHM FOR QUASI-BIRTH-AND-DEATH PROCESSES

DOI10.1081/STM-120014221zbMath1019.60083OpenAlexW2077126062MaRDI QIDQ4794302

Qiang Ye

Publication date: 17 February 2003

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/stm-120014221

zbMATH Keywords

stationary distributionquasi-birth-and-death processLatouche-Ramaswami algorithm

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (5)

Optimal routing in two parallel queues with exponential service times ⋮ Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models ⋮ Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows ⋮ Highly accurate doubling algorithm for quadratic matrix equation from quasi-birth-and-death process ⋮ Highly Accurate Latouche-Ramaswami Logarithmic Reduction Algorithm for Quasi-Birth-and-Death Process

Cites Work

• Unnamed Item
• Relaxed functional iteration techniques for the numerical solution of \(M/G/1\) type Markov chains
• On the numerical solution of a nonlinear matrix equation in Markov chains
• Entrywise perturbation theory and error analysis for Markov chains
• Improved cyclic reduction for solving queueing problems
• A class of iteration methods based on the Moser formula for nonlinear equations in Markov chains
• New convergence results on functional iteration techniques for the numerical solution of M/G/1 type Markov chains
• Accurate computation of the smallest eigenvalue of a diagonally dominant $M$-matrix
• Convergence Analysis of the Latouche--Ramaswami Algorithm for Null Recurrent Quasi-Birth-Death Processes
• Opsearch
• Regenerative Analysis and Steady State Distributions for Markov Chains
• Nonlinear Matrix Equations in Applied Probability—Solution Techniques and Open Problems
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• A logarithmic reduction algorithm for quasi-birth-death processes
• Newton's iteration for non-linear equations in Markov chains
• On the Solution of a Nonlinear Matrix Equation Arising in Queueing Problems
• Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes
• Some properties of the rate perators in level dependent uasi-birth-and-death processes with countable number of phases

This page was built for publication: ON LATOUCHE–RAMASWAMI'S LOGARITHMIC REDUCTION ALGORITHM FOR QUASI-BIRTH-AND-DEATH PROCESSES