An algorithmic approach to the Markov chain with transition probability matrix of upper block-Hessenberg form
An algorithmic approach to the Markov chain with transition probability matrix of upper block-Hessenberg form
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具有上块Hessenberg形式转移概率矩阵的马尔可夫链算法
DOI：
10.1007/bf03008921
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发表时间：
1998
期刊：
影响因子：
--
通讯作者：
C. Pearce
中科院分区：
文献类型：
--
作者：
Y. Shin;C. Pearce
我们提出了一个算法，找到一个近似的平稳分布一般遍历空间非齐次分块上Hessenberg形式。我们的近似利用相关联的上块Hessenberg矩阵是空间均匀的，除了有限数量的块。以MAP/G/1重试排队和两类顾客的重试排队为具体实例，给出了一些数值例子。数值结果表明，我们的方法是上级比普通的有限截断方法。
We present an algorithm to find an approximation for the stationary distribution for the general ergodic spatially-inhomogeneous block-partitioned upper Hessenberg form. Our approximation makes use of an associated upper block-Hessenberg matrix which is spatially homogeneous except for a finite number of blocks. We treat theMAP/G/1 retrial queue and the retrial queue with two types of customer as specific instances and give some numerical examples. The numerical results suggest that our method is superior to the ordinary finite-truncation method.