Computation of invariant measures and stationary expectations for Markov chains with block-band transition matrix

DOI10.1155/2020/4318906zbMath1499.60253OpenAlexW3041997070MaRDI QIDQ2205212

Hendrik Baumann, Thomas Hanschke

Publication date: 20 October 2020

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/4318906

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Computation of solutions to linear difference and differential equations with a prescribed asymptotic behavior

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