Back to Search Start Over

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

Authors :
Małgorzata M. O’Reilly
Nigel G. Bean
Aviva Samuelson
Source :
Stochastic Models. 36:193-222
Publication Year :
2020
Publisher :
Informa UK Limited, 2020.

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 (...

Details

ISSN :
15324214 and 15326349
Volume :
36
Database :
OpenAIRE
Journal :
Stochastic Models
Accession number :
edsair.doi...........c5d08198d5a6b4929e0427eacefcf04e