Newton's iteration for the extinction probability of a Markovian binary tree

DOI10.1016/j.laa.2007.12.024zbMath1155.65038OpenAlexW1968272180MaRDI QIDQ924354

Marie-Ange Remiche, Guy Latouche, Sophie Hautphenne

Publication date: 15 May 2008

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

Full work available at URL: https://doi.org/10.1016/j.laa.2007.12.024

zbMATH Keywords

algorithmbranching processesquadratic convergenceNewton's iterationmatrix analytic methodsminimal nonnegative solutionfixed-point equationsMarkovian binary treesnon-linear matrix equation

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cites Work

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