Quasi-birth-and-death processes, level-geometric distributions. An aggregation/disaggregation approach (Q1872952)
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English | Quasi-birth-and-death processes, level-geometric distributions. An aggregation/disaggregation approach |
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Quasi-birth-and-death processes, level-geometric distributions. An aggregation/disaggregation approach (English)
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19 May 2003
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The author considers a special class of homogeneous continuous time Markov chains with block tridiagonal infinitesimal generators, called quasi-birth and death Markov chains. He describes a functional analytic approach to the study of such Markov chains. This approach provides not only a clear analytic interpretation of the concepts introduced elsewhere using probabilistic ideas but also provides suitable basis for computations. An iterative aggregation/disaggregation method is proposed to solve the problem if the quasi-birth and death Markov chain possess a level-geometric stationary distribution.
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birth and death processes
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stationary distribution
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Markov process
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continuous time Markov chains
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iterative aggregation/disaggregation method
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