| Autor: |
Baumann, Hendrik, Sandmann, Werner |
| Předmět: |
|
| Zdroj: |
Procedia Computer Science; May2010, Vol. 1 Issue 1, p1555-1563, 9p |
| Abstrakt: |
Abstract: We consider the numerical computation of stationary distributions for level dependent quasi-birth-and-death processes. An algorithm based on matrix continued fractions is presented and compared to standard solution techniques. Its computational efficiency and numerical stability is demonstrated by numerical examples. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
|
