A Compressed Cyclic Reduction for QBD processes with Low-Rank Upper and Lower Transitions

Dario A. Bini, Paola Favati, Beatrice Meini. A Compressed Cyclic Reduction for QBD processes with Low-Rank Upper and Lower Transitions. In Guy Latouche, Vaidyanathan Ramaswami, Jay Sethuraman, Karl Sigman, Mark S. Squillante, David D. Yao, editors, Matrix-Analytic Methods in Stochastic Models, Seventh International Conference on Matrix Analytic Methods in Stochastic Models, MAM 2011, Columbia University, New York, NY, USA, 13-16 June 2011. Volume 27 of Springer Proceedings in Mathematics & Statistics, pages 25-40, Springer, 2011. [doi]

Abstract

Abstract is missing.