Ítem
Solo Metadatos
A fast newton's iteration for M/G/1-type and GI/M/1-type markov chains
| dc.creator | Pérez, Juan F. | spa |
| dc.creator | Telek, Miklós | spa |
| dc.creator | Van Houdt, Benny | spa |
| dc.date.accessioned | 2020-08-19T14:42:10Z | |
| dc.date.available | 2020-08-19T14:42:10Z | |
| dc.date.created | 2012-11-06 | spa |
| dc.description.abstract | In this article we revisit Newton's iteration as a method to find the G or R matrix in M/G/1-type and GI/M/1-type Markov chains. We start by reconsidering the method proposed in Ref.[ 15 ], which required O(m 6 + Nm 4) time per iteration, and show that it can be reduced to O(Nm 4), where m is the block size and N the number of blocks. Moreover, we show how this method is able to further reduce this time complexity to O(Nr 3 + Nm 2 r 2 + m 3 r) when A 0 has rank r < m. In addition, we consider the case where [A 1 A 2…A N ] is of rank r < m and propose a new Newton's iteration method which is proven to converge quadratically and that has a time complexity of O(Nm 3 + Nm 2 r 2 + mr 3) per iteration. The computational gains in all the cases are illustrated through numerical examples. | eng |
| dc.format.mimetype | application/pdf | |
| dc.identifier.doi | https://doi.org/10.1080/15326349.2012.726038 | |
| dc.identifier.issn | ISSN: 1532-6349 | |
| dc.identifier.issn | EISSN: 1532-4214 | |
| dc.identifier.uri | https://repository.urosario.edu.co/handle/10336/27431 | |
| dc.language.iso | eng | spa |
| dc.publisher | The Institute for Operations Research and the Management Sciences | spa |
| dc.publisher | Taylor & Francis | spa |
| dc.relation.citationEndPage | 383 | |
| dc.relation.citationIssue | No. 3 | |
| dc.relation.citationStartPage | 357 | |
| dc.relation.citationTitle | Stochastic Models | |
| dc.relation.citationVolume | Vol. 26 | |
| dc.relation.ispartof | Stochastic Models, ISSN: 1532-6349;EISSN: 1532-4214, Vol.26, No.3 (2010); pp. 357–383 | spa |
| dc.relation.uri | https://www.tandfonline.com/doi/abs/10.1080/15326349.2012.726038 | spa |
| dc.rights.accesRights | info:eu-repo/semantics/restrictedAccess | |
| dc.rights.acceso | Restringido (Acceso a grupos específicos) | spa |
| dc.source | Stochastic Models | spa |
| dc.source.instname | instname:Universidad del Rosario | |
| dc.source.reponame | reponame:Repositorio Institucional EdocUR | |
| dc.subject.keyword | Markov chains | spa |
| dc.subject.keyword | Matrix-anaytic methods | spa |
| dc.subject.keyword | Newton iteration | spa |
| dc.subject.keyword | Numerical methods for Markov chains | spa |
| dc.title | A fast newton's iteration for M/G/1-type and GI/M/1-type markov chains | spa |
| dc.title.TranslatedTitle | Una iteración de newton rápida para cadenas de markov de tipo M / G / 1 y tipo GI / M / 1 | spa |
| dc.type | article | eng |
| dc.type.hasVersion | info:eu-repo/semantics/publishedVersion | |
| dc.type.spa | Artículo | spa |
