Convergence Analysis of the Latouche--Ramaswami Algorithm for Null Recurrent Quasi-Birth-Death Processes
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Publication:2784378
DOI10.1137/S0895479800381872zbMath1005.65014OpenAlexW1970674091MaRDI QIDQ2784378
Publication date: 23 April 2002
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479800381872
convergenceMarkov chainsiterative methodsmatrix equationscyclic reductionminimal nonnegative solutionquasi-birth-death processes
Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Matrix equations and identities (15A24) Numerical analysis or methods applied to Markov chains (65C40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic matrices (15B51)
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