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Computing Stationary Expectations in Level-Dependent QBD Processes - MaRDI portal

Computing Stationary Expectations in Level-Dependent QBD Processes (Q4918569)

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scientific article; zbMATH DE number 6157735
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Computing Stationary Expectations in Level-Dependent QBD Processes
scientific article; zbMATH DE number 6157735

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    Computing Stationary Expectations in Level-Dependent QBD Processes (English)
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    25 April 2013
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    level-dependent quasi-birth-and-death process
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    matrix analytic computation
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    long-run average additive functional
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    stationary expectation
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    memory-efficient algorithm
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