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- W2013108889 abstract "The problem of the computation of the stochastic matrix G associated with discrete-time quasi-birth-death (QBD) Markov chains is analyzed. We present a shifted cyclic reduction algorithm and show that the speed of convergence of the latter modified algorithm is always faster than that of the original cyclic reduction." @default.
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- W2013108889 date "2002-01-01" @default.
- W2013108889 modified "2023-10-16" @default.
- W2013108889 title "A Shifted Cyclic Reduction Algorithm for Quasi-Birth-Death Problems" @default.
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- W2013108889 doi "https://doi.org/10.1137/s0895479800371955" @default.
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