Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation

DOI10.1080/15326349.2020.1744451zbMath1451.60099OpenAlexW3014682932MaRDI QIDQ3295895

Nigel G. Bean, Małgorzata M. O'Reilly, Aviva Samuelson

Publication date: 3 July 2020

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://eprints.utas.edu.au/31604/1/131252%20-%20Construction%20of%20algorithms%20for%20discrete-time%20quasi-birth-and-death%20processes%20through%20physical%20interpretation.pdf

zbMATH Keywords

quasi-birth-and-death processesmatrix analytic methodsmatrix \(G\)

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of branching processes (60J85) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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• Explicit Solutions of Linear Matrix Equations

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