Matrix geometric method: Difference between revisions

Revision as of 22:16, 6 September 2022

Revision as of 06:57, 28 October 2023

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In [[probability theory]], the '''matrix geometric method''' is a method for the analysis of [[quasi-birth–death process]]es, [[continuous-time Markov chain]] whose [[transition rate matrices]] with a repetitive block structure.<ref>{{cite book|first=Peter G.|last=Harrison|author-link=Peter G. Harrison|first2=Naresh M.|last2=Patel|title=Performance Modelling of Communication Networks and Computer Architectures|publisher=Addison-Wesley|year=1992|pages=[https://archive.org/details/performancemodel0000harr/page/317 317–322]|isbn=0-201-54419-9|url-access=registration|url=https://archive.org/details/performancemodel0000harr/page/317}}</ref> The method was developed "largely by [[Marcel F. Neuts]] and his students starting around 1975."<ref>{{Cite book | first1 = S. R. | last1 = Asmussen| doi = 10.1007/0-387-21525-5_8 | chapter = Random Walks | title = Applied Probability and Queues | series = Stochastic Modelling and Applied Probability | volume = 51 | pages = 220–243 | year = 2003 | isbn = 978-0-387-00211-8 }}</ref>

==Method description==