On the convergence and limits of certain matrix sequences arising in quasi-birth-and-death Markov chains

DOI10.1239/jap/996986760zbMath0986.60082OpenAlexW2069223940MaRDI QIDQ2748444

Qi-Ming He, Marcel F. Neuts

Publication date: 23 May 2002

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/17a66619225a943325d49dfd662c8da09490ee99

zbMATH Keywords

matrix analytic methodsquasi birth and death Markov chain

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (5)

Condition numbers and backward error of a matrix polynomial equation arising in stochastic models ⋮ Stochastic and substochastic solutions for infinite-state Markov chains with applications to matrix-analytic methods ⋮ Convergence of relaxed Newton method for order-convex matrix equations ⋮ Unnamed Item ⋮ An explicit polynomial to globalize algorithms for solving matrix polynomial equations

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