PROBABILISTIC APPROACH TO COMPUTATIONAL ALGORITHMS FOR FINDING STATIONARY DISTRIBUTIONS OF MARKOV-CHAINS

[摘要] A number of important theorems arising in connection with Gaussian elimination are derived, using semi-regenerative analysis. The implications of these theorems to find steady-state solutions of Markov chains are analysed. The results obtained in this way are then applied to quasi birth-death processes.

[发布日期] 1991-08-27

[关键词] GAUSSIAN ELIMINATION;MARKOV CHAINS;SEMI-REGENERATIVE;QUASI BIRTH-DEATH;MATRIX ITERATIVE