A compressed cyclic reduction for QBDs with low rank upper and lower transitions

Autor: Favati P. [1], Bini D. [2], Meini B. [2]

Publikováno v: The Seventh International Conference on Matrix-Analytic Methods in Stochastic Models (MAM7), New York, 13 June 2011
info:cnr-pdr/source/autori:Favati P. [1], Bini D. [2], Meini B. [2]/congresso_nome:The Seventh International Conference on Matrix-Analytic Methods in Stochastic Models (MAM7)/congresso_luogo:New York/congresso_data:13 June 2011/anno:2011/pagina_da:/pagina_a:/intervallo_pagine

In this paper we consider QBDs processes with low rank downward andupward transitions. We show how such structure can be exploited toreduce the computational cost of the cyclic reduction iteration.The proposed algorithm saves computation by performin

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http://www.cnr.it/prodotto/i/206195