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

Published online by Cambridge University Press:  17 February 2009

Emma Hunt
Emma Hunt
Affiliation:
Intelligence, Surveillance & Reconnaissance Division, DSTO Edinburgh, PO Box 1500, Edinburgh SA 5111, Australia; e-mail: emma.hunt@dsto.defence.gov.au. School of Applied Mathematics, The University of Adelaide, Adelaide SA 5005, Australia; e-mail: ehunt@maths.adelaide.edu.au.
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Abstract

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An efficient probabilistic algorithm is presented for the determination of the rate matrix of a block-GI/M/1 Markov chain. Recurrence of the chain is not assumed.

Type
Research Article
Information
The ANZIAM Journal , Volume 45 , Issue 4 , April 2004 , pp. 457 - 475
Copyright
Copyright © Australian Mathematical Society 2004

References

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