An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes (Q1771278)

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An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes
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    An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes (English)
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    7 April 2005
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    QBD process
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    perturbed Markov chain
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    RG-factorization
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    perturbation analysis
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    sensitivity analysis
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    stochastic integral functional
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    phase type (PH) distribution
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    Markovian arrival process (MAP)
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