An Acceleration of Fixed Point Iterations for M/G/1-type Markov Chains by Means of Relaxation Techniques.
Luca GemignaniBeatrice MeiniPublished in: CoRR (2022)
Keyphrases
- fixed point
- markov chain
- steady state
- stationary distribution
- single server
- state dependent
- finite state
- sufficient conditions
- transition probabilities
- markov processes
- markov process
- random walk
- monte carlo
- state space
- probabilistic automata
- stochastic process
- dynamical systems
- queueing systems
- queue length
- transition matrix
- objective function
- service times
- belief propagation
- heavy traffic
- sample path
- confidence intervals
- graphical models
- query language
- image segmentation
- fixed point theorem