A probabilistic interpretation of cyclic reduction and its relationships with logarithmic reduction

DOI10.1007/s10092-008-0151-6zbMath1175.65012OpenAlexW1986722485MaRDI QIDQ734117

Vaidyanathan Ramaswami, Beatrice Meini, Dario Andrea Bini

Publication date: 19 October 2009

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10092-008-0151-6

zbMATH Keywords

convergence\(M/G/1\) type Markov chainscyclic reduction algorithmlogarithmic reduction

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

On the Dual Relationship Between Markov Chains of GI/M/1 and M/G/1 Type, Transforming algebraic Riccati equations into unilateral quadratic matrix equations, The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub

Cites Work

• Unnamed Item
• Unnamed Item
• A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• A logarithmic reduction algorithm for quasi-birth-death processes
• Matrix-geometric invariant measures for G/M/l type Markov chains
• On the Solution of a Nonlinear Matrix Equation Arising in Queueing Problems
• Spectral analysis of M/G/1 and G/M/1 type Markov chains
• Numerical Methods for Structured Markov Chains
• On Direct Methods for Solving Poisson’s Equations