| Article ID: | iaor19961329 |
| Country: | Belgium |
| Volume: | 36 |
| Start Page Number: | 251 |
| End Page Number: | 258 |
| Publication Date: | Sep 1994 |
| Journal: | Cahiers du Centre d'tudes de Recherche Oprationnelle |
| Authors: | Latouche Guy |
| Keywords: | matrices, queues: theory |
The paper considers Markov chains on an infinite state space, with an upper block-Hessenberg transition matrix and repeating rows, such as occur in PH/G/1 queues. In order to evaluate the stationary distribution, it is necessary to determine the solution of a non-linear matrix equation. The paper describes here an improved algorithm to that effect.