Solving nonlinear matrix equations arising in Tree-Like stochastic processes
Dario A. Bini, Guy Latouche and Beatrice Meini

Abstract. In this paper, based on matrix structure analysis, we derive and analyze efficient algorithms to solve nonlinear matrix equations of the form $X+\sum_{1\le i\le d} A_i X^{-1} D_i=C$. This class of equations is encountered in the solution of Tree-Like stochastic processes which are a generalization of Quasi-Birth-and-Death (QBD) processes.

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