A Compressed Cyclic Reduction for QBD processes with Low-Rank Upper and Lower Transitions

DOI10.1007/978-1-4614-4909-6_2zbMath1280.60045OpenAlexW2175406132MaRDI QIDQ2841720

Beatrice Meini, Dario Andrea Bini, Paola Favati

Publication date: 29 July 2013

Published in: Matrix-Analytic Methods in Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-4909-6_2

zbMATH Keywords

cyclic reductionquasi-birth-death processeslow rank matricesmatrix analytical methods

Mathematics Subject Classification ID

Related Items (2)

Efficient cyclic reduction for quasi-birth-death problems with rank structured blocks ⋮ Low-rank updates and divide-and-conquer methods for quadratic matrix equations

Uses Software

• SMCSolver

Cites Work

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• The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub
• A general class of Markov processes with explicit matrix-geometric solutions
• THE M/G/1-TYPE MARKOV CHAIN WITH RESTRICTED TRANSITIONS AND ITS APPLICATION TO QUEUES WITH BATCH ARRIVALS
• Solutions of M/G/1//N-type Loops with Extensions to M/G/1 and GI/M/1 Queues
• Explicit Steady-State Solutions to Some Elementary Queueing Models
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Numerical Methods for Structured Markov Chains
• Comparing Some Algorithms for Solving QBD Processes Exhibiting Special Structures

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