A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 markov chain

Authors:
E. Hunt
Affiliations:
School of Applied Mathematics University of Adelaide Adelaide SA 5005, Australia and Intelligence, Surveillance and Reconnaissance Division DSTO, P.O. Box 1500 Edinburgh 5111, Australia
Venue:
Mathematical and Computer Modelling: An International Journal
Year:
2003

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Abstract

A simple probabilistic algorithm is given for the determination of the fundamental matrix of a block M/G/1 Markov chain. The algorithm does not require the chain to be positive recurrent. A prima facie case for its value is made with a standard testbench example.