Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4627153 | Applied Mathematics and Computation | 2015 | 23 Pages |
Abstract
We consider the computational questions which arise when analyzing quasi-birth-death processes with a continuous phase set. We develop a framework based on the wavelet transform and we propose a numerical algorithm for computing the steady-state probabilities based on the fast orthogonal wavelet transform. We conclude with a few examples to illustrate the effectiveness of our numerical algorithm.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Shuxia Jiang, Guy Latouche, Yuanyuan Liu,