Package jline.lib.butools.mam

Class MG1StationaryDistr

java.lang.Object

jline.lib.butools.mam.MG1StationaryDistr

public final class MG1StationaryDistr
extends Object

Method Summary

Modifier and Type	Method	Description
static Matrix	mg1StationaryDistr(List<Matrix> A)
static Matrix	mg1StationaryDistr(List<Matrix> A, List<Matrix> B)
static Matrix	mg1StationaryDistr(List<Matrix> A, List<Matrix> B, Matrix G)
static Matrix	mg1StationaryDistr(List<Matrix> A, List<Matrix> B, Matrix G, int K)
static Matrix	mg1StationaryDistr(List<Matrix> A, List<Matrix> B, Matrix G, int K, double prec)	Returns the stationary distribution of the M/G/1 type Markov chain up to a given level K.
static Matrix	mg1StationaryDistr(Matrix[] A)
static Matrix	mg1StationaryDistr(Matrix[] A, Matrix[] B)
static Matrix	mg1StationaryDistr(Matrix[] A, Matrix[] B, Matrix G)
static Matrix	mg1StationaryDistr(Matrix[] A, Matrix[] B, Matrix G, int K)
static Matrix	mg1StationaryDistr(Matrix[] A, Matrix[] B, Matrix G, int K, double prec)	Overload accepting Matrix[] for A and B.

Methods inherited from class java.lang.Object

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

Method Details

mg1StationaryDistr

public static Matrix mg1StationaryDistr(List<Matrix> A,
 List<Matrix> B,
 Matrix G,
 int K,
 double prec)

Returns the stationary distribution of the M/G/1 type Markov chain up to a given level K. Uses the stable Ramaswami formula for computing the stationary distribution.

Parameters:

A - List of matrix blocks of the M/G/1 type generator in the regular part.

B - List of matrix blocks at the boundary, or null if B=A is assumed.

G - Matrix G of the M/G/1 type Markov chain, or null to compute from A.

K - The stationary distribution is returned up to this level.

prec - Numerical precision.

Returns:

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

mg1StationaryDistr

public static Matrix mg1StationaryDistr(List<Matrix> A)

mg1StationaryDistr

public static Matrix mg1StationaryDistr(List<Matrix> A,
 List<Matrix> B)

mg1StationaryDistr

public static Matrix mg1StationaryDistr(List<Matrix> A,
 List<Matrix> B,
 Matrix G)

mg1StationaryDistr

public static Matrix mg1StationaryDistr(List<Matrix> A,
 List<Matrix> B,
 Matrix G,
 int K)

mg1StationaryDistr

public static Matrix mg1StationaryDistr(Matrix[] A,
 Matrix[] B,
 Matrix G,
 int K,
 double prec)

Overload accepting Matrix[] for A and B.

mg1StationaryDistr

public static Matrix mg1StationaryDistr(Matrix[] A)

mg1StationaryDistr

public static Matrix mg1StationaryDistr(Matrix[] A,
 Matrix[] B)

mg1StationaryDistr

public static Matrix mg1StationaryDistr(Matrix[] A,
 Matrix[] B,
 Matrix G)

mg1StationaryDistr

public static Matrix mg1StationaryDistr(Matrix[] A,
 Matrix[] B,
 Matrix G,
 int K)