Algorithmic approach to series expansions around transient Markov chains

Cuypere, Eline De and Turck, Koen De and Fiems, Dieter and Wittevrongel, Sabine (2012) Algorithmic approach to series expansions around transient Markov chains. In: 6th International Conference on Performance Evaluation Methodologies and Tools.

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Abstract

We propose an efficient numerical scheme for the evaluation of large-scale Markov chains,
under the condition that their generator matrix reduces to a triangular matrix
when a certain rate is sent to zero. A numerical algorithm is presented which
calculates the first N coefficients of the MacLaur

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 09:54
Last Modified: 17 Apr 2026 21:38
URI: http://eprints.eai.eu/id/eprint/9250

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