A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process

DOI10.1007/S11009-021-09882-6zbMATH Open1503.65025OpenAlexW3183717923MaRDI QIDQ2157402FDOQ2157402

Authors: Birgit Sollie, M. R. H. Mandjes 

Publication date: 28 July 2022

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-021-09882-6

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zbMATH Keywords

Markov chainmaximum likelihood estimationErlang distributionquasi birth-death processestime-dependent probabilities

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Population dynamics (general) (92D25)

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Cited In (5)

• Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes
• Three-level modeling of a speed-scaling supercomputer
• Limit equations of adaptive Erlangization and their application to environmental management
• An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes
• Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation

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