A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain
Date
2004
Authors
Hunt, E.
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Journal article
Citation
Australia and New Zealand Industrial and Applied Mathematics (ANZIAM) Journal, 2004; 45:457-475
Statement of Responsibility
Emma Hunt
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Abstract
An efficient probabilistic algorithm is presented for the determination of the rate matrix of a blockGI=M=1 Markov chain. Recurrence of the chain is not assumed.
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Copyright © 2004 Australian Mathematical Society This paper is made available with the permission of the Australian Mathematical Society Inc.