Finding equilibrium probabilities of QBD processes by spectral methods when eigenvalues vanish

DOI10.1016/j.laa.2003.12.013zbMath1050.65007OpenAlexW2095059200MaRDI QIDQ1434423

Winfried K. Grassmann

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.2003.12.013

zbMATH Keywords

algorithmcomputational complexityMarkov chainsnumerical exampleseigenvaluestandem queuesspectral methodsequilibrium probabilitiesquasi-birth-death processblock eliminationshorter queue

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Numerical analysis or methods applied to Markov chains (65C40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27) Complexity and performance of numerical algorithms (65Y20)

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