Introduction to Markov chains
                                Markov chains of M/G/1-type
        Algorithms for solving the power series matrix equation
                                  Quasi-Birth-Death processes
                                 Tree-like stochastic processes
            Numerical solution of Markov chains and queueing
                                                       problems
                                                    Beatrice Meini
                               Dipartimento di Matematica, Universit`a di Pisa, Italy
                       Computational science day, Coimbra, July 23, 2004
                                               Beatrice Meini      Numerical solution of Markov chains and queueing problems
                                Introduction to Markov chains
                                Markov chains of M/G/1-type
        Algorithms for solving the power series matrix equation
                                  Quasi-Birth-Death processes
                                 Tree-like stochastic processes
     Outline
         1    Introduction to Markov chains
         2    Markov chains of M/G/1-type
                  Introduction
                  Apower series matrix equation
                  The steady state vector
         3    Algorithms for solving the power series matrix equation
                  Functional iterations
                  Cyclic reduction
                  Doubling method
         4    Quasi-Birth-Death processes
         5    Tree-like stochastic processes
                  Introduction
                  Algorithms
                                               Beatrice Meini      Numerical solution of Markov chains and queueing problems
                                Introduction to Markov chains
                                Markov chains of M/G/1-type
        Algorithms for solving the power series matrix equation
                                  Quasi-Birth-Death processes
                                 Tree-like stochastic processes
     Outline
         1    Introduction to Markov chains
         2    Markov chains of M/G/1-type
                  Introduction
                  Apower series matrix equation
                  The steady state vector
         3    Algorithms for solving the power series matrix equation
                  Functional iterations
                  Cyclic reduction
                  Doubling method
         4    Quasi-Birth-Death processes
         5    Tree-like stochastic processes
                  Introduction
                  Algorithms
                                               Beatrice Meini      Numerical solution of Markov chains and queueing problems
                                Introduction to Markov chains
                                Markov chains of M/G/1-type
        Algorithms for solving the power series matrix equation
                                  Quasi-Birth-Death processes
                                 Tree-like stochastic processes
     Outline
         1    Introduction to Markov chains
         2    Markov chains of M/G/1-type
                  Introduction
                  Apower series matrix equation
                  The steady state vector
         3    Algorithms for solving the power series matrix equation
                  Functional iterations
                  Cyclic reduction
                  Doubling method
         4    Quasi-Birth-Death processes
         5    Tree-like stochastic processes
                  Introduction
                  Algorithms
                                               Beatrice Meini      Numerical solution of Markov chains and queueing problems