Ramaswami's duality and probabilistic algorithms for determining the rate matrix for a structured GI/M/1 Markov chain

Emma Hunt
2005 ANZIAM journal (Print)  
We show that Algorithm H* for the determination of the rate matrix of a block-G//Af/I Markov chain is related by duality to Algorithm H for the determination of the fundamental matrix of a block-A//G/l Markov chain. Duality is used to generate some efficient algorithms for finding the rate matrix in a quasi-birth-and-death process.
doi:10.1017/s1446181100009639 fatcat:uefgrdajfve7lpyckcsar3xrma