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A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 markov chain

✍ Scribed by E. Hunt


Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
496 KB
Volume
38
Category
Article
ISSN
0895-7177

No coin nor oath required. For personal study only.

✦ Synopsis


A simple probabilistic algorithm is given for the determination of the fundamental matrix of a block M/G/1 Markov chain.

The algorithm does not require the chain to be positive recurrent.

A prima facie case for its value is made with a standard testbench example.


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