A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain

• Autores: E. Hunt
• Localización: Anziam journal: The Australian & New Zealand industrial and applied mahtematics journal, ISSN 1446-1811, Vol. 45, Nº 4, 2004, págs. 457-476
• Idioma: inglés
• DOI: 10.1017/s144618110001350x
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• Resumen

  • An efficient probabilistic algorithm is presented for the determination of the rate matrix of a block- Markov chain. Recurrence of the chain is not assumed.