Shift Techniques and Canonical Factorizations in the Solution of M/G/1-Type Markov Chains

DOI10.1081/STM-200056219zbMath1075.60091WikidataQ114097320 ScholiaQ114097320MaRDI QIDQ5462793

Dario Andrea Bini, Beatrice Meini, Ilya M. Spitkovskij

Publication date: 27 July 2005

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

zbMATH Keywords

matrix equations; cyclic reduction

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

60K25: Queueing theory (aspects of probability theory)

15A24: Matrix equations and identities

47B35: Toeplitz operators, Hankel operators, Wiener-Hopf operators

Related Items

Google pageranking problem: The model and the analysis, The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub

Cites Work

• Unnamed Item
• Computations with infinite Toeplitz matrices and polynomials
• Improved cyclic reduction for solving queueing problems
• A Shifted Cyclic Reduction Algorithm for Quasi-Birth-Death Problems
• Convergence Analysis of the Latouche--Ramaswami Algorithm for Null Recurrent Quasi-Birth-Death Processes
• A logarithmic reduction algorithm for quasi-birth-death processes
• Comments on a Shifted Cyclic Reduction Algorithm for Quasi-Birth-Death Problems
• Spectral analysis of M/G/1 and G/M/1 type Markov chains
• Numerical Methods for Structured Markov Chains
• Matrix Iterative Analysis