Wavelet transform for quasi-birth-death process with a continuous phase set

DOI10.1016/J.AMC.2014.12.023zbMATH Open1338.60212OpenAlexW1979908417MaRDI QIDQ298739FDOQ298739

Authors: Shuxia Jiang, Guy Latouche, Yuanyuan Liu 

Publication date: 21 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.amc.2014.12.023

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zbMATH Keywords

numerical algorithmcontinuous phasequasi-birth-and-death processstationary probabilitywavelet series

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

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• Fast wavelet transforms and numerical algorithms I
• A theory for multiresolution signal decomposition: the wavelet representation
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• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Markov chains and stochastic stability
• Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
• A logarithmic reduction algorithm for quasi-birth-death processes
• Computing the stationary distribution for infinite Markov chains
• Wavelet transform for quasi-birth-death process with a continuous phase set
• Approximations to quasi-birth-and-death processes with infinite blocks
• Operator-geometric stationary distributions for markov chains, with application to queueing models
• Title not available (Why is that?)
• Augmented truncation approximations of discrete-time Markov chains

Cited In (2)

• The variance constant for continuous-time level dependent quasi-birth-and-death processes
• Wavelet transform for quasi-birth-death process with a continuous phase set

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