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 $i\ge -1$, are nonnega…