Adelaide Research & Scholarship
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https://hdl.handle.net/2440/61163
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| Type: | Book chapter |
| Title: | Computing the fundamental matrix of an M/G/1-type Markov chain |
| Author: | Hunt, E. |
| Citation: | Optimization: Structure and Applications, 2009 / Pearce, C., Hunt, E. (ed./s), pp.167-188 |
| Publisher: | Springer |
| Publisher Place: | Germany |
| Issue Date: | 2009 |
| Series/Report no.: | Springer optimization and its applications ; 32. |
| ISBN: | 9780387980959 |
| Editor: | Pearce, C. Hunt, E. |
| Statement of Responsibility: | Emma Hunt |
| Abstract: | A treatment is given of a probabilistic approach, Algorithm H, to the determination of the fundamental matrix of a block-structured –type Markov chain. Comparison is made with the cyclic reduction algorithm. |
| Keywords: | Block Markov chain fundamental matrix Algorithm H convergence rates LR Algorithm CR Algorithm |
| Rights: | © 2009 Springer. Part of Springer Science+Business Media |
| DOI: | 10.1007/978-0-387-98096-6_9 |
| Published version: | http://dx.doi.org/10.1007/978-0-387-98096-6_9 |
| Appears in Collections: | Aurora harvest 5 Mathematical Sciences publications |
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