Overcomimg Instability in Computing the Fundamental Matrix for a Markov Chain
| dc.contributor.author | Heyman, Daniel P. | en_US |
| dc.contributor.author | O'Leary, Dianne P. | en_US |
| dc.date.accessioned | 2004-05-31T22:38:41Z | |
| dc.date.available | 2004-05-31T22:38:41Z | |
| dc.date.created | 1996-04 | en_US |
| dc.date.issued | 1998-10-15 | en_US |
| dc.description.abstract | We present an algorithm for solving linear systems involving the probability or rate matrix for a Markov chain. It is based on a UL factorization but works only with a submatrix of the factor U. We demonstrate its utility on Erlang-B models as well as more complicated models of a telephone multiplexing system. (Also cross-referenced as UMIACS-TR-96-24) | en_US |
| dc.format.extent | 98731 bytes | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.uri | http://hdl.handle.net/1903/811 | |
| dc.language.iso | en_US | |
| dc.relation.isAvailableAt | Digital Repository at the University of Maryland | en_US |
| dc.relation.isAvailableAt | University of Maryland (College Park, Md.) | en_US |
| dc.relation.isAvailableAt | Tech Reports in Computer Science and Engineering | en_US |
| dc.relation.isAvailableAt | UMIACS Technical Reports | en_US |
| dc.relation.ispartofseries | UM Computer Science Department; CS-TR-3622 | en_US |
| dc.relation.ispartofseries | UMIACS; UMIACS-TR-96-24 | en_US |
| dc.title | Overcomimg Instability in Computing the Fundamental Matrix for a Markov Chain | en_US |
| dc.type | Technical Report | en_US |