Truncation and augmentation of level-independent QBD processes.

DOI10.1016/S0304-4149(01)00155-7zbMATH Open1058.60066WikidataQ58645514 ScholiaQ58645514MaRDI QIDQ1766071FDOQ1766071

Authors: Guy Latouche, P. G. Taylor 

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

stability analysistransient Markov processesquasi-birth-and-death processesfirst passage probabilities

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

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• Non-negative matrices and Markov chains. 2nd ed
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• Matrix-geometric invariant measures for G/M/l type Markov chains
• Newton's iteration for non-linear equations in Markov chains
• Birth-and-death processes on the integers with phases and general boundaries
• Level-phase independence for \(\text{GI}/\text{M}/1\)-type Markov chains
• Solutions of the basic matrix equation for M/G/l AND G/M/1 type markov chains

Cited In (13)

• Invariant Measures for Fluid Queues
• Quasi-Toeplitz matrix arithmetic: a MATLAB toolbox
• Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics
• Kronecker-Based Infinite Level-Dependent QBD Processes
• Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
• Solving quadratic matrix equations arising in random walks in the quarter plane
• A computational framework for two-dimensional random walks with restarts
• Steady state analysis of level dependent quasi-birth-and-death processes with catastrophes
• Hitting probabilities and hitting times for stochastic fluid flows
• Bounded truncation error for long-run averages in infinite Markov chains
• Stochastic and substochastic solutions for infinite-state Markov chains with applications to matrix-analytic methods
• Approximate adaptive uniformization of continuous-time Markov chains
• Approximations to quasi-birth-and-death processes with infinite blocks

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