Continuous-time QBD processes with continuous phase variable

DOI10.1016/j.camwa.2006.07.003zbMath1131.60070OpenAlexW2076400788MaRDI QIDQ2469897

Chuang Lin, Quan-Lin Li

Publication date: 11 February 2008

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2006.07.003

zbMATH Keywords

orthonormal basisQBD processcontinuous phase type distributionthe \(RG\)-factorizationthe censoring techniquethe first passage timethe stationary probability distribution

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)

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