Package jline.lib.butools.mam

Class GM1StationaryDistrKt

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description

    • Field Summary

      Fields 
      Modifier and Type Field Description

    • Constructor Summary

      Constructors 
      Constructor Description

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description

    • Method Summary

      Modifier and Type Method Description
      final static Matrix gm1StationaryDistr(List<Matrix> B, Matrix R, Integer K) Returns the stationary distribution of the G/M/1 type Markov chain up to a given level K.
      final static Matrix gm1StationaryDistr(Array<Matrix> B, Matrix R, Integer K) Overload accepting Array<Matrix>.

      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

    • Constructor Detail

    • Method Detail

      • gm1StationaryDistr

         final static Matrix gm1StationaryDistr(List<Matrix> B, Matrix R, Integer K)

        Returns the stationary distribution of the G/M/1 type Markov chain up to a given level K.

        Parameters:
        B - List of matrix blocks of the G/M/1 type generator at the boundary, from 0 to MB-1.
        R - Matrix R of the G/M/1 type Markov chain (N x N), as returned by gm1FundamentalMatrix.
        K - The stationary distribution is returned up to this level.
        Returns:

        The stationary probability vector up to level K, shape (1, (K+1)*N)