A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
A probabilistic algorithm is proposed for the determination of the fundamental matrix of a block M/G/1 Markov chain. Preliminary considerations of the numerics are made on a standard testbench example over a range of parameter values. With this example the algorithm performs as well as or better than the special purpose logarithmic-reduction algorithm with respect to all three of iteration counts, errors, and CPU times.
scientific article; zbMATH DE number 2082351