• 제목/요약/키워드: Upper block Hessenberg matrices

검색결과 1건 처리시간 0.017초

AN ALGORITHMIC APPROACH TO THE MARKOV CHAIN WITH TRANSITION PROBABILITY MATRIX OF UPPER BLOCK-HESSENBERG FORM

  • Shin, Yang-Woo;Pearce, C.E.M.
    • Journal of applied mathematics & informatics
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    • 제5권2호
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    • pp.403-426
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    • 1998
  • We present an algorithm to find an approximation for the stationary distribution for the general ergodic spatially-inhomogeneous block-partitioned upper Hessenberg form. Our approximation makes use of an associated upper block-Hessenberg matrix which is spa-tially homogeneous except for a finite number of blocks. We treat the MAP/G/1 retrial queue and the retrial queue with two types of customer as specific instances and give some numerical examples. The numerical results suggest that our method is superior to the ordinary finite-truncation method.