A family of fast fixed point iterations for M/G/1-type Markov chains.
Dario Andrea BiniGuy LatoucheBeatrice MeiniPublished in: CoRR (2020)
Keyphrases
- fixed point
- markov chain
- steady state
- stationary distribution
- state dependent
- transition probabilities
- sufficient conditions
- markov process
- finite state
- state space
- dynamical systems
- single server
- stochastic process
- markov processes
- monte carlo
- transition matrix
- queue length
- probabilistic automata
- belief propagation
- random walk
- sample path
- fixed point theorem
- queueing networks
- queueing systems
- stationary points
- policy iteration
- service times
- machine learning
- image segmentation