A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
type: Item
instance of: scholarly article
title: A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
zbMATH Open document ID: 1078.60077
DOI: 10.1016/S0895-7177(03)90121-X
author: Sumit K. Garg
published in: Mathematical and Computer Modelling
publication date: 2004-08-06T00:00:00Z
review text: 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.
reviewed by: János Sztrik
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 2082351
zbMATH Keywords: block Markov chain
zbMATH Keywords: numerical algorithms
describes a project that uses: na12
describes a project that uses: TELPACK
MaRDI profile type: Publication
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full work available at URL: s0895-7177(03)90121-x
OpenAlex ID: W1965718540
description: scientific article; zbMATH DE number 2082351