Jonathan Ashley, Brian Marcus, et al.
Ergodic Theory and Dynamical Systems
For Markov chains of M/G/1 type that are not skip-free to the left, the corresponding G matrix is shown to have special structure and be determined by its first block row. An algorithm that takes advantage of this structure is developed for computing G. For non-skip-free M/G/1 type Markov chains, the algorithm significantly reduces the computational complexity of calculating the G matrix, when compared with reblocking to a system that is skip-free to the left and then applying usual iteration schemes to find G. A similar algorithm to calculate the R matrix for G/M/1 type Markov chains that are not skip-free to the right is also described.
Jonathan Ashley, Brian Marcus, et al.
Ergodic Theory and Dynamical Systems
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SPIE Advanced Lithography 2007
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Microlithography 2003
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VTC Spring 2007