Convergence analysis of the Latouche-Ramaswami algorithm for null recurrent quasi-birth-death processes

SIAM Journal on Matrix Analysis and Applications

Volumn 23, Issue 3, 2002, Pages 744-760

  Guo, Chun Hua ^a  

^a UNIVERSITY OF REGINA   (Canada)

Author keywords

Convergence rate; Cyclic reduction; Iterative methods; Markov chains; Matrix equations; Minimal nonnegative solution

Indexed keywords

EID: 0036018629     PISSN: 08954798     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0895479800381872     Document Type: Article

References (19)

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3. On functional iteration methods for solving nonlinear matrix equations arising in queueing problems
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5. On the numerical solution of a nonlinear matrix equation in Markov chains
6. Markov set-chains
7. Newton's iteration for non-linear equations in Markov chains
8. Algorithms for evaluating the matrix G in Markov chains of PH/G/1 type
9. A logarithmic reduction algorithm for quasi-birth-death processes
10. Level-phase independence for GI/M/1-type Markov chains
11. New convergence results on functional iteration techniques for the numerical solution of M/G/1 type Markov chains
12. Moment formulas for the Markov renewal branching process
13. High accuracy algorithms for solving nonlinear matrix equations in queueing models