Two Types of<i>RG</i>-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals (Q3157867)

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Two Types of<i>RG</i>-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals
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    Two Types of<i>RG</i>-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals (English)
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    19 January 2005
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    level-dependent QBD process
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    \(R\)-measure
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    \(G\)-measure
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    RG-factorization
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    linear QBD-equations
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    stochastic integral functional
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