Computing the fundamental matrix of an M/G/1-type Markov chain

Date

2009

Authors

Hunt, E.

Editors

Pearce, C.
Hunt, E.

Advisors

Journal Title

Journal ISSN

Volume Title

Type:

Book chapter

Citation

Optimization: Structure and Applications, 2009 / Pearce, C., Hunt, E. (ed./s), pp.167-188

Statement of Responsibility

Emma Hunt

Conference Name

DOI

10.1007/978-0-387-98096-6_9

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.

School/Discipline

Dissertation Note

Provenance

Description

Access Status

Rights

© 2009 Springer. Part of Springer Science+Business Media

License

Grant ID

Published Version

http://dx.doi.org/10.1007/978-0-387-98096-6_9

Call number

Persistent link to this record

http://hdl.handle.net/2440/61163