Matrix geometric method

In probability theory, the matrix geometric method is a method for the analysis of quasi-birth–death processes, continuous-time Markov chain whose transition rate matrices with a repetitive block structure.[1] The method was developed "largely by Marcel F. Neuts and his students starting around 1975."[2]

  1. ^ Harrison, Peter G.; Patel, Naresh M. (1992). Performance Modelling of Communication Networks and Computer Architectures. Addison-Wesley. pp. 317–322. ISBN 0-201-54419-9.
  2. ^ Asmussen, S. R. (2003). "Random Walks". Applied Probability and Queues. Stochastic Modelling and Applied Probability. Vol. 51. pp. 220–243. doi:10.1007/0-387-21525-5_8. ISBN 978-0-387-00211-8.