期刊论文

Yuanyuan Liu

英文

Mathematics

2227-7390

2023

11

7

1587-

10.3390/math11071587

Methodology, Y.L.; Software, S.J.; Writing—original draft, S.J., Y.L. and N.L.; Writing—review and editing, Y.L and N.L.; Visualization, S.J. and N.L.; Funding acquisition, Y.L. All authors have read and agreed to the published version of the manuscript. This research was funded in part by the National Natural Science Foundation of China (Grants No. 11971486).

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We consider the computing issues of the steady probabilities for block-structured discrete-time Markov chains that are of upper-Hessenberg or lower-Hessenberg transition kernels with a continuous phase set. An effective computational framework is proposed based on the wavelet transform, which extends and modifies the arguments in the literature for quasi-birth-death (QBD) processes. A numerical procedure is developed for computing the steady probabilities based on the fast discrete wavelet transform, and sev...