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    PROCEDIA
    2010
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    Numerical solution of level dependent quasi-birth-and-death processes
    13 years 3 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 presente...
    Hendrik Baumann, Werner Sandmann
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