scientific article; zbMATH DE number 1424148

MaRDI QIDQ4945341zbMATH OpenFDO

Authors H. Richard Gail, S. L. Hantler, B. A. Taylor

Publication date 23 March 2000

zbMATH Keywords

characteristic rootsG/M/1 type chainsirreducible positive recurrent Markov chainM/G/1 type chainsstationary distributionToeplitz structuretransition matrix

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

Review text

The determination of the stationary distribution of an irreducible positive recurrent Markov chain with an infinite state space is studied. The solution of such chains using roots or zeros is considered. A natural class of chains that can be solved using roots are those with a transition matrix that has an almost Toeplitz structure. The classes M/G/1 type chains and G/M/1 type chains are convenient as solution methods. In the M/G/1 case it is natural to transform the stationary equations and solve for the stationary distribution using generating functions. In the G/M/1 case the stationary probability vector is given directly in terms of roots or zeros. It is shown, how the continuous-time case can be handled. For the entire collection see [Zbl 0929.00017].

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