Note on functional iteration technique for \(M/G/1\) type Markov chains

DOI10.1016/j.laa.2009.10.017zbMath1190.65014OpenAlexW2011201786MaRDI QIDQ846335

Noah H. Rhee

Publication date: 9 February 2010

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2009.10.017

zbMATH Keywords

Markov chainsiterative methodsstochastic matricesmatrix equationminimal nonnegative solutionmean asymptotic convergence rate

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Matrix equations and identities (15A24) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Stochastic matrices (15B51)

Related Items (2)

Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes ⋮ A Nontrivial Solution to a Stochastic Matrix Equation

Cites Work

• New convergence results on functional iteration techniques for the numerical solution of M/G/1 type Markov chains
• Numerical Methods for Structured Markov Chains
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