Some specialized structures are investigated in this chapter and some of the algorithms in previous chapters are adapted to the specific cases. Markov chains with limited displacement (non-skip-free processes) are solved by means of functional iterations and cyclic reduction. Markov chains of M/G/1-type are reduced to a special QBD process with infinite blocks and treated with cyclic reduction. Finally, three different algorithms for tree-like stochastic processes, relying on fixed point iterations, Newton’s iteration, and cyclic reduction, are introduced and analysed.
Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.
If you think you should have access to this title, please contact your librarian.