Structured Chains with Repeated Rows: a Simple Algorithmic Solution
نویسندگان
چکیده
In this paper, we study Markov chains with innnite state block-structured transition matrix with repeated rows and rational structure. We provide an algorithmic approach to nd the stationary probability distribution based on the concepts of linear systems theory. These chains include well-known structured Markov chains such as canonical and non-canonical M/G/1 and G/M/1. We provide a truncation-free algo-rithmic solution of the the stationary probability vector of the chain which has a simple geometric form.
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تاریخ انتشار 2000