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

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dc.contributor.authorHunt, E.
dc.contributor.editorPearce, C.
dc.contributor.editorHunt, E.
dc.date.issued2009
dc.description.abstractA 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.
dc.description.statementofresponsibilityEmma Hunt
dc.identifier.citationOptimization: Structure and Applications, 2009 / Pearce, C., Hunt, E. (ed./s), pp.167-188
dc.identifier.doi10.1007/978-0-387-98096-6_9
dc.identifier.isbn9780387980959
dc.identifier.urihttp://hdl.handle.net/2440/61163
dc.language.isoen
dc.publisherSpringer
dc.publisher.placeGermany
dc.relation.ispartofseriesSpringer optimization and its applications ; 32.
dc.rights© 2009 Springer. Part of Springer Science+Business Media
dc.source.urihttp://dx.doi.org/10.1007/978-0-387-98096-6_9
dc.subjectBlock Markov chain
dc.subjectfundamental matrix
dc.subjectAlgorithm H convergence rates
dc.subjectLR Algorithm
dc.subjectCR Algorithm
dc.titleComputing the fundamental matrix of an M/G/1-type Markov chain
dc.typeBook chapter
pubs.publication-statusPublished

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