Triangular M/G/1-Type and Tree-Like Quasi-Birth-Death Markov Chains
Triangular M/G/1-Type and Tree-Like Quasi-Birth-Death Markov Chains
复制标题
三角形M/G/1型和树状准生死马尔可夫链
DOI：
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发表时间：
2011
影响因子：
2.1
通讯作者：
J. V. Leeuwaarden
中科院分区：
文献类型：
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作者：
B. V. Houdt;J. V. Leeuwaarden
在对M/G/1型和树型拟生灭（QBD）马氏链应用矩阵分析方法时，确定一个（组）非线性矩阵方程的解是至关重要的.这通常是通过迭代方法完成的。我们考虑高度结构化的子类的三角M/G/1型和树状QBD马尔可夫链，允许一个有效的矩阵方程的直接解决方案。
In applying matrix-analytic methods to M/G/1-type and tree-like quasi-birth-death (QBD) Markov chains, it is crucial to determine the solution to a (set of) nonlinear matrix equation(s). This is usually done via iterative methods. We consider the highly structured subclass of triangular M/G/1-type and tree-like QBD Markov chains that allows for an efficient direct solution of the matrix equation.