A new solution algorithm for skip-free processes to the left

This paper proposes a new solution algorithm for steady state models describing skip-free processes to the left where each level has one phase. The computational complexity of the algorithm is independent of the number of levels of the system. If the skip parameter of the skip-free process is signif...

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Autor principal:	Bauer,Claus
Lenguaje:	English
Publicado:	Universidad de La Frontera. Departamento de Matemática y Estadística. 2010
Materias:	Skip-free processes Markovian environment stationary distribution
Acceso en línea:	http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0719-06462010000200011
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spelling	oai:scielo:S0719-064620100002000112018-10-08A new solution algorithm for skip-free processes to the leftBauer,Claus Skip-free processes Markovian environment stationary distribution This paper proposes a new solution algorithm for steady state models describing skip-free processes to the left where each level has one phase. The computational complexity of the algorithm is independent of the number of levels of the system. If the skip parameter of the skip-free process is significantly smaller than the number of levels of the system, our algorithm numerically outperforms existing algorithms for skip-free processes. The proposed algorithm is based on a novel method for applying generalized Fibonacci series to the solution of steady state models.info:eu-repo/semantics/openAccessUniversidad de La Frontera. Departamento de Matemática y Estadística.Cubo (Temuco) v.12 n.2 20102010-01-01text/htmlhttp://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0719-06462010000200011en10.4067/S0719-06462010000200011
institution	Scielo Chile
collection	Scielo Chile
language	English
topic	Skip-free processes Markovian environment stationary distribution
spellingShingle	Skip-free processes Markovian environment stationary distribution Bauer,Claus A new solution algorithm for skip-free processes to the left
description	This paper proposes a new solution algorithm for steady state models describing skip-free processes to the left where each level has one phase. The computational complexity of the algorithm is independent of the number of levels of the system. If the skip parameter of the skip-free process is significantly smaller than the number of levels of the system, our algorithm numerically outperforms existing algorithms for skip-free processes. The proposed algorithm is based on a novel method for applying generalized Fibonacci series to the solution of steady state models.
author	Bauer,Claus
author_facet	Bauer,Claus
author_sort	Bauer,Claus
title	A new solution algorithm for skip-free processes to the left
title_short	A new solution algorithm for skip-free processes to the left
title_full	A new solution algorithm for skip-free processes to the left
title_fullStr	A new solution algorithm for skip-free processes to the left
title_full_unstemmed	A new solution algorithm for skip-free processes to the left
title_sort	new solution algorithm for skip-free processes to the left
publisher	Universidad de La Frontera. Departamento de Matemática y Estadística.
publishDate	2010
url	http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0719-06462010000200011
work_keys_str_mv	AT bauerclaus anewsolutionalgorithmforskipfreeprocessestotheleft AT bauerclaus newsolutionalgorithmforskipfreeprocessestotheleft
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A new solution algorithm for skip-free processes to the left

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