Truncation and augmentation of level-independent QBD processes.

DOI10.1016/S0304-4149(01)00155-7zbMath1058.60066WikidataQ58645514 ScholiaQ58645514MaRDI QIDQ1766071

Guy Latouche, Peter G. Taylor

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stability analysisquasi-birth-and-death processestransient Markov processesfirst passage probabilities

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (12)

Bounded truncation error for long-run averages in infinite Markov chains ⋮ Quasi-Toeplitz matrix arithmetic: a MATLAB toolbox ⋮ Solving Quadratic Matrix Equations Arising in Random Walks in the Quarter Plane ⋮ A Computational Framework for Two-Dimensional Random Walks With Restarts ⋮ Steady state analysis of level dependent quasi-birth-and-death processes with catastrophes ⋮ Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process ⋮ Stochastic and substochastic solutions for infinite-state Markov chains with applications to matrix-analytic methods ⋮ Invariant Measures for Fluid Queues ⋮ Approximations to quasi-birth-and-death processes with infinite blocks ⋮ Approximate adaptive uniformization of continuous-time Markov chains ⋮ Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics ⋮ Hitting probabilities and hitting times for stochastic fluid flows

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Non-negative matrices and Markov chains. 2nd ed
• Level phase independence for GI/M/1-type Markov chains
• Birth-and-death processes on the integers with phases and general boundaries
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• A logarithmic reduction algorithm for quasi-birth-death processes
• Solutions of the basic matrix equation for M/G/l AND G/M/1 type markov chains
• Newton's iteration for non-linear equations in Markov chains
• Invariant measures for quasi-birth-and-death processes
• Matrix-geometric invariant measures for G/M/l type Markov chains

This page was built for publication: Truncation and augmentation of level-independent QBD processes.