Shift techniques for quasi-birth and death processes: canonical factorizations and matrix equations

DOI10.1016/J.APNUM.2016.09.001MaRDI QIDQ2400780zbMATH OpenOpenAlexWikidataFDO

Authors Dario A. Bini, Guy Latouche, B. Meini

Publication date 30 August 2017

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.07717

zbMATH Keywords

quadratic matrix equationscanonical factorizationsquasi-birth-and-death processesshift technique

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Matrix equations and identities (15A24)

Abstract: We revisit the shift technique applied to Quasi-Birth and Death (QBD) processes (He, Meini, Rhee, SIAM J. Matrix Anal. Appl., 2001) by bringing the attention to the existence and properties of canonical factorizations. To this regard, we prove new results concerning the solutions of the quadratic matrix equations associated with the QBD. These results find applications to the solution of the Poisson equation for QBDs.

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Cited in

(3)

• On factorization of matrix polynomial with respect to the unit circle
• Numerical methods for QBD matrix equations
• General solution of the Poisson equation for quasi-birth-and-death processes

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