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Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation
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Samuelson, A 
ORCID: 0000-0002-5052-5724, O'Reilly, MM ORCID: 0000-0003-3898-3957 and Bean, NG 2020
, 'Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation'
, Stochastic Models
, pp. 1-30
, doi: 10.1080/15326349.2020.1744451.
ORCID: 0000-0002-5052-5724, O'Reilly, MM ORCID: 0000-0003-3898-3957 and Bean, NG 2020
, 'Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation'
, Stochastic Models
, pp. 1-30
, doi: 10.1080/15326349.2020.1744451.
Full text not available from this repository.
Abstract
We apply physical interpretations to construct algorithms for the key matrix G of discrete-time quasi-birth-and-death (dtQBD) processes which records the probability of the process reaching level (n-1) for the first time given the process starts in level n. The construction of G and its z-transform
| Item Type: | Article |
|---|---|
| Authors/Creators: | Samuelson, A and O'Reilly, MM and Bean, NG |
| Keywords: | matrix analytic methods, quasi-birth-and-death processes, matrix G, algorithms, discrete-time quasi-birth-and-death, physical interpretation |
| Journal or Publication Title: | Stochastic Models |
| Publisher: | Marcel Dekker Inc |
| ISSN: | 1532-6349 |
| DOI / ID Number: | 10.1080/15326349.2020.1744451 |
| Copyright Information: | Copyright 2020 Taylor & Francis Group, LLC |
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| Item Statistics: | View statistics for this item |
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