Some comments on quasi-birth-and-death processes and matrix measures (Q609715)
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scientific article; zbMATH DE number 5822166
| Language | Label | Description | Also known as |
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| English | Some comments on quasi-birth-and-death processes and matrix measures |
scientific article; zbMATH DE number 5822166 |
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Some comments on quasi-birth-and-death processes and matrix measures (English)
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1 December 2010
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Summary: We explore the relation between matrix measures and quasi-birth-and-death processes. We derive an integral representation of the transition function in terms of a matrix-valued spectral measure and corresponding orthogonal matrix polynomials. We characterize several stochastic properties of quasi-birth-and-death processes by means of this matrix measure and illustrate the theoretical results by several examples.
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