Quasi-birth-and-death processes, level-geometric distributions. An aggregation/disaggregation approach

DOI10.1016/S0377-0427(02)00711-2zbMath1019.65011MaRDI QIDQ1872952

Ivo Marek

Publication date: 19 May 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

birth and death processesMarkov processstationary distributioncontinuous time Markov chainsiterative aggregation/disaggregation method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Numerical analysis or methods applied to Markov chains (65C40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (1)

Eigenvalue bounds for some classes of P -matrices

Cites Work

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• On the singularities of an analytic function with values in a Banach space
• Iterative aggregation/disaggregation method for computing stationary probability vectors of Markov type operators
• Convergence theory of some classes of iterative aggregation/disaggregation methods for computing stationary probability vectors of stochastic matrices
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Quasi-Birth-and-Death Processes with Level-Geometric Distribution

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