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 |
