Solving QBD problems: the cyclic reduction algorithm versus the invariant subspace method
Beatrice Meini

Abstract. The problem of the computation of the rate matrix $G$ associated with discrete-time QBD Markov chains is analyzed. We present theoretical and numerical comparisons between the cyclic reduction algorithm of \cite{lr:cr,bm:ral,bm:gcr,bm:pwcr} and the method based on invariant subspaces of \cite{as:is}.

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