Some comments on quasi-birth-and-death processes and matrix measures (Q609715)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Some comments on quasi-birth-and-death processes and matrix measures |
scientific article; zbMATH DE number 5822166
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Some comments on quasi-birth-and-death processes and matrix measures |
scientific article; zbMATH DE number 5822166 |
Statements
Some comments on quasi-birth-and-death processes and matrix measures (English)
0 references
1 December 2010
0 references
Summary: We explore the relation between matrix measures and quasi-birth-and-death processes. We derive an integral representation of the transition function in terms of a matrix-valued spectral measure and corresponding orthogonal matrix polynomials. We characterize several stochastic properties of quasi-birth-and-death processes by means of this matrix measure and illustrate the theoretical results by several examples.
0 references
0 references
0 references
0 references
0.8850075602531433
0 references
0.8810408115386963
0 references
0.8314555883407593
0 references
0.8229976296424866
0 references
