G. Latouche

activity

20122024

most citedPoisson's equation for discrete-time quasi-birth-and-death processes

11 citations · 32 across the 19 of their papers we have counts for

collaborators

Showing 2021Show all

1 paper · 1 filter

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 $A_{3} (X)$ …