Two Types of<i>RG</i>-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals (Q3157867)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Two Types of<i>RG</i>-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals |
scientific article |
Statements
Two Types of<i>RG</i>-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals (English)
0 references
19 January 2005
0 references
level-dependent QBD process
0 references
\(R\)-measure
0 references
\(G\)-measure
0 references
RG-factorization
0 references
linear QBD-equations
0 references
stochastic integral functional
0 references