A Fast Newton's Iteration for M/G/1-Type and GI/M/1-Type Markov Chains
A Fast Newton's Iteration for M/G/1-Type and GI/M/1-Type Markov Chains
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 Neuts , M.F. Moment formulas for the Markov renewal branching process . Advances in Applied Probability 1976 …