Quasi-birth-and-death processes, level-geometric distributions. An aggregation/disaggregation approach
type: Item
instance of: scholarly article
title: Quasi-birth-and-death processes, level-geometric distributions. An aggregation/disaggregation approach
zbMATH Open document ID: 1019.65011
DOI: 10.1016/S0377-0427(02)00711-2
author: Ivo Marek
published in: Journal of Computational and Applied Mathematics
publication date: 2003-05-19T00:00:00Z
review text: The author considers a special class of homogeneous continuous time Markov chains with block tridiagonal infinitesimal generators, called quasi-birth and death Markov chains. He describes a functional analytic approach to the study of such Markov chains. This approach provides not only a clear analytic interpretation of the concepts introduced elsewhere using probabilistic ideas but also provides suitable basis for computations. An iterative aggregation/disaggregation method is proposed to solve the problem if the quasi-birth and death Markov chain possess a level-geometric stationary distribution.
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 60J22
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60J80
zbMATH DE Number: 1912273
zbMATH Keywords: birth and death processes
zbMATH Keywords: stationary distribution
zbMATH Keywords: Markov process
zbMATH Keywords: continuous time Markov chains
zbMATH Keywords: iterative aggregation/disaggregation method
reviewed by: Ilya S. Molchanov
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1912273