Computing Stationary Expectations in Level-Dependent QBD Processes

DOI10.1239/jap/1363784430zbMath1273.60089OpenAlexW2024102281MaRDI QIDQ4918569

Hendrik Baumann, Werner Sandmann

Publication date: 25 April 2013

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1363784430

zbMATH Keywords

level-dependent quasi-birth-and-death processlong-run average additive functionalmatrix analytic computationmemory-efficient algorithmstationary expectation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (16)

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Cites Work

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• Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics
• Finite birth-and-death models in randomly changing environments
• Basics of Applied Stochastic Processes
• Bounding Stationary Expectations of Markov Processes
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Performance bounds for queueing networks and scheduling policies
• Applied Probability and Queues
• Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes
• Computational Performance Bounds for Markov Chains With Applications

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