Title
Partial Orders and the Matrix R in Matrix Analytic Methods
Abstract
This paper studies the matrix R, which is the minimal nonnegative solution to a nonlinear matrix equation, raised in matrix analytic methods. Based on some partial orders defined on the transition matrix of Markov chains of GI/M/1 type, the monotonicity of the corresponding matrix R and its Perron--Frobenius eigenvalue is investigated. The results are useful in estimating tail probabilities of stationary distributions of Markov chains of GI/M/1 type and constructing upper bounds for the matrix R. Applications to the GI/MAP/1 queue are discussed as well.
Year
DOI
Venue
1999
10.1137/S0895479897311214
SIAM J. Matrix Analysis Applications
Keywords
Field
DocType
frobenius eigenvalue,paper study,matrix r,matrix analytic methods,partial order,transition matrix,minimal nonnegative solution,corresponding matrix r,matrix analytic method,partial orders,markov chain,nonlinear matrix equation,queueing theory,stationary distribution,upper bound,eigenvalues,nonnegative matrix
Pascal matrix,Combinatorics,Mathematical optimization,Square root of a 2 by 2 matrix,Nonnegative matrix,Matrix function,Symmetric matrix,Matrix analytic method,Mathematics,Block matrix,Centrosymmetric matrix
Journal
Volume
Issue
ISSN
20
4
0895-4798
Citations 
PageRank 
References 
0
0.34
1
Authors
1
Name
Order
Citations
PageRank
Qi-Ming He123034.21