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Ramaswami's duality and probabilistic algorithms for determining the rate matrix for a structured GI/M/1 Markov chain

Published online by Cambridge University Press:  17 February 2009

Emma Hunt
Emma Hunt
Affiliation:
School of Mathematical Sciences, The University of Adelaide, Adelaide SA 5005, Australia; e-mail: emma.hunt@adelaide.edu.au.
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Abstract

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We show that Algorithm H* for the determination of the rate matrix of a block-GI/M/1 Markov chain is related by duality to Algorithm H for the determination of the fundamental matrix of a block-M/G/1 Markov chain. Duality is used to generate some efficient algorithms for finding the rate matrix in a quasi-birth-and-death process.

Information

Type
Research Article
Information
The ANZIAM Journal , Volume 46 , Issue 4 , April 2005, pp. 485 - 493
Copyright
Copyright © Australian Mathematical Society 2005

References

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