Article ID Journal Published Year Pages File Type
4627153 Applied Mathematics and Computation 2015 23 Pages PDF
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
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