The matrices R and G of matrix analytic methods and the time-inhomogeneous periodic quasi-birth-and-death process (Q1007138)

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scientific article; zbMATH DE number 5534453
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    The matrices R and G of matrix analytic methods and the time-inhomogeneous periodic quasi-birth-and-death process
    scientific article; zbMATH DE number 5534453

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      The matrices R and G of matrix analytic methods and the time-inhomogeneous periodic quasi-birth-and-death process (English)
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      27 March 2009
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      This paper focuses on systems with time-varying periodic parameters, in this context the author considering quasi-birth-and-death (QBD) processes. Thus, the paper deals with the asymptotic periodic solution of a continuous QBD process. Concretely, the solution is given in terms of matrix functions, analogues to the R and G matrices of matrix analytic methods. Moreover, the QBDs are numerically evaluated.
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      Quasi-birth-and-death process
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      time-inhomogeneous periodic Markov chain
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      queuing model
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      time-varying rates
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