Hunt, E.Pearce, C.Hunt, E.2010-10-122010-10-122009Optimization: Structure and Applications, 2009 / Pearce, C., Hunt, E. (ed./s), pp.167-1889780387980959http://hdl.handle.net/2440/61163A 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.en© 2009 Springer. Part of Springer Science+Business MediaBlock Markov chainfundamental matrixAlgorithm H convergence ratesLR AlgorithmCR AlgorithmComputing the fundamental matrix of an M/G/1-type Markov chainBook chapter002009777910.1007/978-0-387-98096-6_934167