Package jline.lib.smc

Class GIM1_piKt

  • All Implemented Interfaces:
    
public final class GIM1_piKt

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    • Field Summary

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    • Enum Constant Summary

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    • Method Summary

      Modifier and Type Method Description
      final static Matrix gim1_pi(Matrix B, Matrix R, GIM1PiOptions options) Computes the stationary distribution of a GI/M/1-type Markov chain.

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

    • Method Detail

      • gim1_pi

         final static Matrix gim1_pi(Matrix B, Matrix R, GIM1PiOptions options)

        Computes the stationary distribution of a GI/M/1-type Markov chain.

        The chain has a transition matrix of the form:

        P = | B1  A0  0   0   0  ... |
    | B2  A1  A0  0   0  ... |
    | B3  A2  A1  A0  0  ... |
    | B4  A3  A2  A1  A0 ... |
    | ...                    |
        Parameters:
        B - Block matrix B1; B2; ...
        R - The minimal nonnegative solution to R = A0 + RA1 + R^2A2 + ...
        options - Solver options
        Returns:

        Stationary distribution vector (1 x n)