G. Latouche

activity

20122024

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3 papers · 1 filter

math.NA2024

Cut-edge centralities in an undirected graph

Dario Bini, Steve Kirkland, Guy Latouche +1

A centrality measure of the cut-edges of an undirected graph, given in [Altafini et al.~SIMAX 2023] and based on Kemeny's constant, is revisited. A numerically more stable expressi…

math.NA2021

Numerical solution of a matrix integral equation arising in Markov Modulated Lévy processes

Dario A. Bini, Guy Latouche, Beatrice Meini

Markov-modulated Lévy processes lead to matrix integral equations of the kind $A_{0} + A_{1} X + A_{2} X^{2} + A_{3} (X) = 0$ where $A_{0}$ , $A_{1}$ , $A_{2}$ are given matrix coefficients, while $A_{3} (X)$ …

math.NA2020

A family of fast fixed point iterations for M/G/1-type Markov chains

Dario Andrea Bini, Guy Latouche, Beatrice Meini

We consider the problem of computing the minimal nonnegative solution $G$ of the nonlinear matrix equation $X = \sum_{i = - 1}^{\infty} A_{i} X^{i + 1}$ where $A_{i}$ , for $i \geq - 1$ , are nonnega…