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11

PROCEDIA
2010

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Numerical solution of level dependent quasi-birth-and-death processes

13 years 2 months ago

Numerical solution of level dependent quasi-birth-and-death processes

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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.

Hendrik Baumann, Werner Sandmann

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Numerical | Numerical Computation | PROCEDIA 2010 | Standard Solution Techniques |

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Added	30 Jan 2011
Updated	30 Jan 2011
Type	Journal
Year	2010
Where	PROCEDIA
Authors	Hendrik Baumann, Werner Sandmann

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