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

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.

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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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