LFCS Seminar: Benny van Houdt
Fast Algorithms for Solving Structured Markov Chains: Theory and Software
What 


When 
May 07, 2010 from 10:30 AM to 11:30 AM 
Where  G.03 
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In this talk we introduce a number of wellstudied classes of structured Markov chains of infinite size that are often used in the areas of queueing theory, communication networks, etc. They include QuasiBirthDeath Markov chains, M/G/1type and GI/M/1type Markov chains, treestructured Markov chains and more. The focus of this talk will be on the development and implementation of fast algorithms to compute a number of fundamental matrices that form the key step in determining of the steady state vector of these Markov chains. Some links with 1counter automata, recursive Markov chains, probabilistic push down systems and branching processes are also discussed.