A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain

Publisher： Cambridge University Press

E-ISSN： 1446-8735|45|4|457-475

ISSN： 1446-1811

Source： ANZIAM Journal, Vol.45, Iss.4, 2004-04, pp. : 457-475

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Abstract

An efficient probabilistic algorithm is presented for the determination of the rate matrix of a block-GI/M/1 Markov chain. Recurrence of the chain is not assumed.

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