Article ID: | iaor20091344 |
Country: | Netherlands |
Volume: | 160 |
Issue: | 1 |
Start Page Number: | 3 |
End Page Number: | 18 |
Publication Date: | Apr 2008 |
Journal: | Annals of Operations Research |
Authors: | Houdt B. Van, Blondia C., Velthoven J. Van |
Keywords: | markov processes |
A matrix analytic paradigm, termed Quasi-Birth–Death Markov chains on binomial-like trees, is introduced and a quadratically converging algorithm to assess its steady state is presented. In a bivariate Markov chain