General Solution of the Poisson Equation for Quasi-Birth-and-Death Processes

DOI10.1137/16M1065045zbMath1352.65124arXiv1604.04420OpenAlexW2951085333MaRDI QIDQ3181070

Guy Latouche, Beatrice Meini, Dario Andrea Bini, Sarah Dendievel

Publication date: 22 December 2016

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.04420

zbMATH Keywords

Poisson equationgroup inverseQBD processmatrix difference equationJordan pairsresolvent triples

Mathematics Subject Classification ID

Related Items (3)

The time-dependent expected reward and deviation matrix of a finite QBD process ⋮ Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type ⋮ On the structure of the inverse to Toeplitz-block Toeplitz matrices and of the corresponding polynomial reflection coefficients

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