QBD_piKt

All Implemented Interfaces:


public final class QBD_piKt

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`final static Matrix`	`QBD_pi(Matrix B0, Matrix B1, Matrix R, Integer MaxNumComp, Integer Verbose, Matrix Boundary, Integer RAPComp)`	QBD_pi: Stationary vector of a Quasi-Birth-Death Markov Chains NeutsDISCRETE TIME CASE: pi=QBD_pi(B0,B1,R) computes the stationary vector of a Quasi-Birth-Death Markov chain with a transition matrix of the form `B1 A2 0 0 0 ... B0 A1 A2 0 0 ...` P = 0 A0 A1 A2 0 ...

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
- Method Detail
  - QBD_pi
```
 final static Matrix QBD_pi(Matrix B0, Matrix B1, Matrix R, Integer MaxNumComp, Integer Verbose, Matrix Boundary, Integer RAPComp)
```
    QBD_pi: Stationary vector of a Quasi-Birth-Death Markov Chains Neuts
    DISCRETE TIME CASE: pi=QBD_pi(B0,B1,R) computes the stationary vector of a Quasi-Birth-Death Markov chain with a transition matrix of the form
    B1 A2 0 0 0 ... B0 A1 A2 0 0 ...
    P = 0 A0 A1 A2 0 ... 0 0 A0 A1 A2 ... ...
    the input matrix R is the minimal nonnegative solution to the matrix equation R = A2 + R A1 + R^2 A0
    CONTINUOUS TIME CASE: pi=QBD_pi(B0,B1,R) computes the stationary vector of a Quasi-Birth-Death Markov chain with a rate matrix of the form
    B1 A2 0 0 0 ... B0 A1 A2 0 0 ...
    Q = 0 A0 A1 A2 0 ... 0 0 A0 A1 A2 ... ...
    the input matrix R is the minimal nonnegative solution to the matrix equation 0 = A2 + R A1 + R^2 A0
    Optional Parameters: MaxNumComp: Maximum number of components (default: 500) Verbose: The accumulated probability mass is printed at every n steps when set to n (default:0) Boundary: Allows solving the QBD with a more general boundary RAPComp: set to 1 if the QBD has RAP components