Triangular M/G/1-type and tree-like QBD Markov chains

B. Van Houdt; J.S.H. Leeuwaarden, van

Triangular M/G/1-type and tree-like QBD Markov chains

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Abstract

In applying matrix-analytic methods to M/G/1-type and tree-like 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.

Original language	English
Place of Publication	Eindhoven
Publisher	Eurandom
Number of pages	15
Publication status	Published - 2009

Publication series

Name	Report Eurandom
Volume	2009060
ISSN (Print)	1389-2355

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Triangular M/G/1-type and tree-like QBD Markov chains

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