Class QBDStationaryDistrKt

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    • Constructor Detail

    • Method Detail

      • qbdStationaryDistr

         final static Matrix qbdStationaryDistr(Matrix pi0, Matrix R, Integer 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)