A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process
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Publication:2157402
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- A functional central limit theorem for a Markov-modulated infinite-server queue
- A new scaling and squaring algorithm for the matrix exponential
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- Functional central limit theorems for Markov-modulated infinite-server systems
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- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- Numerical transient analysis of Markov models
- Parameter estimation for discretely observed linear birth‐and‐death processes
- Parameter estimation for multivariate population processes: a saddlepoint approach
- Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes
- Randomization Procedures in the Computation of Cumulative-Time Distributions over Discrete State Markov Processes
- Refined large deviations asymptotics for Markov-modulated infinite-server systems
- Some properties of the rate perators in level dependent uasi-birth-and-death processes with countable number of phases
- Stochastic epidemic models and their statistical analysis
- The Erlangization method for Markovian fluid flows
- The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
- The Scaling and Squaring Method for the Matrix Exponential Revisited
- The running maximum of a level-dependent quasi-birth-death process
- Transition probabilities for general birth-death processes with applications in ecology, genetics, and evolution
Cited in
(5)- Three-level modeling of a speed-scaling supercomputer
- An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes
- Limit equations of adaptive Erlangization and their application to environmental management
- Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation
- Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes
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