Class QBDStationaryDistr

java.lang.Object
jline.lib.butools.mam.QBDStationaryDistr

public final class QBDStationaryDistr extends Object
  • Method Details

    • qbdStationaryDistr

      public static Matrix qbdStationaryDistr(Matrix pi0, Matrix R, int K)
      Returns the stationary distribution of a QBD up to a given level K.
      Parameters:
      pi0 - The stationary probability vector of level zero
      R - The matrix parameter of the matrix geometrical distribution of the QBD
      K - The stationary distribution is returned up to this level
      Returns:
      The stationary probability vector up to level K (length (K+1)*N)
    • qbdStationaryDistr

      public static Matrix qbdStationaryDistr(double[] pi0, Matrix R, int K)
      Overload for double[] pi0.