Real eigenvalues of certain tridiagonal matrix polynomials, with queueing applications (Q1347935): Difference between revisions

This paper concerns \(n\times n\) matrices \(Q(x)=Q_0 +Q_1x+ Q_2 x^2\), \(Q_0\), \(Q_1\) \(Q_2\) tridiagonal with nonnegative off-diagonal entries (a situation occurring in queueing), \(Q(1)e=0\) or in some cases \(Q(0)e=0\), where \(e\) is the vector with all components 1. It is shown that in most cases \(Q(x)\) has real eigenvalues, but there are exceptional cases when \(n\geq 5\) (claimed to be rare), for which an example with \(n=7\) is given. An essential tool in the proofs is Sturm sequences. Applications include quasi birth-death processes, their eigenvalues, their equilibrium, and ``mirrored processes'' (a technicality to unify treatment).