Lower order moments of inter-transition times in the stationary QBD process (Q5937465)
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scientific article; zbMATH DE number 1619301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lower order moments of inter-transition times in the stationary QBD process |
scientific article; zbMATH DE number 1619301 |
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Lower order moments of inter-transition times in the stationary QBD process (English)
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28 October 2001
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A quasi birth-and-death process (QBD process) is a continuous-time Markov chain whose generator mimics that of a classical single-birth process, but with a block tridiagonal structure. General formulae for the variances of the times between successive increments or decrements in a stationary QBD process are computed.
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quasi birth-and-death process
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variance
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matrix-analytic methods
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algorithmic probability
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