Non-skip-free M/G/1-type Markov chains and Laurent matrix power series

DOI10.1016/j.laa.2004.02.022zbMath1055.65013OpenAlexW1998194012MaRDI QIDQ1434422

Beatrice Meini, Dario Andrea Bini

Publication date: 4 August 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2004.02.022

zbMATH Keywords

algorithmsfast Fourier transformmatrix equationsWiener-Hopf factorizationM/G/1 type Markov chainsgeneralized Ramaswami formulaLaurent matrix power seriesqueuing modelling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Time-scale analysis and singular perturbations in control/observation systems (93C70) Numerical analysis or methods applied to Markov chains (65C40) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Numerical methods for discrete and fast Fourier transforms (65T50)

Related Items

Algorithms for the matrix \(p\)th root, The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub

Uses Software

• na12

Cites Work

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