A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility (Q6043457): Difference between revisions

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scientific article; zbMATH DE number 7682770

Language	Label	Description	Also known as
English	A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility	scientific article; zbMATH DE number 7682770

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instance of

scholarly article

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title

A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility (English)

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author

Hiroyuki Masuyama

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published in

Advances in Applied Probability

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publication date

5 May 2023

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full work available at URL

https://arxiv.org/abs/1904.11199

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zbMATH Keywords

upper block-Hessenberg Markov chain (UBH-MC)

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level-dependent M/G/1-type Markov chain

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matrix-infinite-product-form (MIP-form) solution

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quasi-algorithmic construction

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stationary distribution vector

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MaRDI profile type

Publication

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cites work

Continuous-time Markov chains. An applications-oriented approach

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Applied Probability and Queues

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Steady state analysis of level dependent quasi-birth-and-death processes with catastrophes

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Markov Chains

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Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes

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Computing the conditional stationary distribution in Markov chains of level-dependent M/G/1-type

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Light-Tailed Asymptotics of Stationary Tail Probability Vectors of Markov Chains of M/G/1 Type

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Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains

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Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains

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Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory

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On the \(f\)-norm ergodicity of Markov processes in continuous time

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Introduction to Matrix Analytic Methods in Stochastic Modeling

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An<i>RG</i>-Factorization Approach for a BMAP/M/1 Generalized Processor-Sharing Queue

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A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications

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Continuous-time block-monotone Markov chains and their block-augmented truncations

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A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains

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Non-negative matrices and Markov chains.

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Q4221392

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Analysis and computation of the stationary distribution in a special class of Markov chains of level-dependent \(\mathrm{M}/\mathrm{G}/1\)-type and its application to \(\mathrm{BMAP}/\mathrm{M}/\infty\) and \(\mathrm{BMAP}/\mathrm{M}/c+\mathrm{M}\) queues

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Approximation of the invariant probability measure of an infinite stochastic matrix

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Identifiers

zbMATH Open document ID

1517.60095

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arXiv ID

1904.11199

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6043457

@@ Property / DOI @@
-.1017/apr.2022.9
@@ Property / DOI: 10.1017/apr.2022.9 / rank @@
-Normal rank
@@ Property / cites work @@
+Continuous-time Markov chains. An applications-oriented approach
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Steady state analysis of level dependent quasi-birth-and-death processes with catastrophes
+Normal rank
@@ Property / cites work @@
+Markov Chains
@@ Property / cites work: Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes
+Normal rank
@@ Property / cites work @@
+Computing the conditional stationary distribution in Markov chains of level-dependent M/G/1-type
+Normal rank
@@ Property / cites work @@
+Light-Tailed Asymptotics of Stationary Tail Probability Vectors of Markov Chains of M/G/1 Type
+Normal rank
@@ Property / cites work @@
+Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains
+Normal rank
@@ Property / cites work @@
+Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
+Normal rank
@@ Property / cites work @@
+Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory
+Normal rank
@@ Property / cites work @@
+On the \(f\)-norm ergodicity of Markov processes in continuous time
+Normal rank
@@ Property / cites work @@
+Introduction to Matrix Analytic Methods in Stochastic Modeling
+Normal rank
@@ Property / cites work @@
+An<i>RG</i>-Factorization Approach for a BMAP/M/1 Generalized Processor-Sharing Queue
+Normal rank
@@ Property / cites work @@
+A sufficient condition for the subexponential asymptotics of GI/G/\(1\)-type Markov chains with queueing applications
+Normal rank
@@ Property / cites work @@
+Continuous-time block-monotone Markov chains and their block-augmented truncations
+Normal rank
@@ Property / cites work @@
+A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains
+Normal rank
@@ Property / cites work @@
+Non-negative matrices and Markov chains.
@@ Property / cites work: Non-negative matrices and Markov chains. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4221392
@@ Property / cites work: Q4221392 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis and computation of the stationary distribution in a special class of Markov chains of level-dependent \(\mathrm{M}/\mathrm{G}/1\)-type and its application to \(\mathrm{BMAP}/\mathrm{M}/\infty\) and \(\mathrm{BMAP}/\mathrm{M}/c+\mathrm{M}\) queues
+Normal rank
@@ Property / cites work @@
+Approximation of the invariant probability measure of an infinite stochastic matrix
+Normal rank
@@ Property / DOI @@
+.1017/APR.2022.9
@@ Property / DOI: 10.1017/APR.2022.9 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6043457