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Continuous-time QBD processes with continuous phase variable - MaRDI portal

Continuous-time QBD processes with continuous phase variable (Q2469897)

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Continuous-time QBD processes with continuous phase variable
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    Continuous-time QBD processes with continuous phase variable (English)
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    11 February 2008
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    QBD process
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    the censoring technique
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    the \(RG\)-factorization
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    orthonormal basis
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    the stationary probability distribution
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    the first passage time
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    continuous phase type distribution
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