A note on the invariant distribution of a quasi-birth-and-death process

DOI10.1088/1751-8113/44/13/135201zbMath1223.60058arXiv1006.0759OpenAlexW1968784795MaRDI QIDQ2995068

Manuel D. De La Iglesia

Publication date: 20 April 2011

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.0759

zbMATH Keywords

invariant distributionquasi birth-death process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Markov processes (60J99)

Related Items (6)

Some bivariate stochastic models arising from group representation theory ⋮ Quasi-birth-and-death processes and multivariate orthogonal polynomials ⋮ QBD processes associated with Jacobi-Koornwinder bivariate polynomials and urn models ⋮ Absorbing-reflecting factorizations for birth-death chains on the integers and their Darboux transformations ⋮ Stochastic Darboux transformations for quasi-birth-and-death processes and urn models ⋮ Birth-death chains on a spider: spectral analysis and reflecting-absorbing factorization

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