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- W4361008994 abstract "We consider the computing issues of the steady probabilities for block-structured discrete-time Markov chains that are of upper-Hessenberg or lower-Hessenberg transition kernels with a continuous phase set. An effective computational framework is proposed based on the wavelet transform, which extends and modifies the arguments in the literature for quasi-birth-death (QBD) processes. A numerical procedure is developed for computing the steady probabilities based on the fast discrete wavelet transform, and several examples are presented to illustrate its effectiveness." @default.
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- W4361008994 date "2023-03-24" @default.
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- W4361008994 title "A Wavelet-Based Computational Framework for a Block-Structured Markov Chain with a Continuous Phase Variable" @default.
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- W4361008994 doi "https://doi.org/10.3390/math11071587" @default.
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