A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain (Q596867)
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scientific article; zbMATH DE number 2082351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain |
scientific article; zbMATH DE number 2082351 |
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A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain (English)
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6 August 2004
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A probabilistic algorithm is proposed for the determination of the fundamental matrix of a block M/G/1 Markov chain. Preliminary considerations of the numerics are made on a standard testbench example over a range of parameter values. With this example the algorithm performs as well as or better than the special purpose logarithmic-reduction algorithm with respect to all three of iteration counts, errors, and CPU times.
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block Markov chain
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numerical algorithms
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