A family of fast fixed point iterations for M/G/1-type Markov chains

DOI10.1093/imanum/drab009zbMath1498.65056arXiv2008.11051OpenAlexW3133858504MaRDI QIDQ5075154

Dario Andrea Bini, Guy Latouche, Beatrice Meini

Publication date: 10 May 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.11051

zbMATH Keywords

convergence analysisMarkov chainsnonlinear matrix equationsnon-negative matricesfixed point iterations

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Numerical methods for matrix equations (65F45)

Related Items (1)

Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes

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