Matrix analytic methods for QBD
Brief description of the
Input: A generator matrix for a QBD process.
Output: The limiting probabilities in the QBD process.
Source code (matlab)
The above file contains the following set of files:
This is an implementation of the algorithms described in
- G. Latouche and V. Ramaswami, Introduction to Matrix Analytic
Methods in Stochastic Modeling, ASA-SIAM, 1999.
Department of Computer Science
Carnegie Mellon University
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Pittsburgh, PA 15213