A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain

DOI10.1016/S0895-7177(03)90121-XzbMath1078.60077OpenAlexW1965718540MaRDI QIDQ596867

Sumit K. Garg

Publication date: 6 August 2004

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0895-7177(03)90121-x

zbMATH Keywords

numerical algorithmsblock Markov chain

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain ⋮ Ramaswami's duality and probabilistic algorithms for determining the rate matrix for a structured GI/M/1 Markov chain ⋮ A probabilistic interpretation of cyclic reduction and its relationships with logarithmic reduction

Uses Software

• TELPACK
• na12

Cites Work

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• Effective Methods for Solving Banded Toeplitz Systems
• A logarithmic reduction algorithm for quasi-birth-death processes
• Newton's iteration for non-linear equations in Markov chains
• An improved FFT-based version of Ramaswami's formula
• An invariant subspace approach in m/g/l and g/m/l type markov chains
• Solving m/g/l type markov chains: recent advances and applications
• On the Solution of a Nonlinear Matrix Equation Arising in Queueing Problems