Package jline.lib.butools.mam

Class MG1StationaryDistrKt

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description

    • Field Summary

      Fields 
      Modifier and Type Field Description

    • Constructor Summary

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      Constructor Description

    • Enum Constant Summary

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      Enum Constant Description

    • Constructor Detail

    • Method Detail

      • mg1StationaryDistr

         final static Matrix mg1StationaryDistr(List<Matrix> A, List<Matrix> B, Matrix G, Integer 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, from 0 to MA-1.
        B - List of matrix blocks of the M/G/1 type generator at the boundary, from 0 to MB-1.
        G - Matrix G of the M/G/1 type Markov chain (N x N), as returned by mg1FundamentalMatrix.
        K - The stationary distribution is returned up to this level (default 500).
        prec - Numerical precision (default 1e-14).
        Returns:

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