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

DOI10.1016/J.AMC.2014.12.023MaRDI QIDQ298739zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• scientific article; zbMATH DE number 1465030 (Why is no real title available?)
• scientific article; zbMATH DE number 794709 (Why is no real title available?)
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• A theory for multiresolution signal decomposition: the wavelet representation
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• Augmented truncation approximations of discrete-time Markov chains
• Computing the stationary distribution for infinite Markov chains
• Fast wavelet transforms and numerical algorithms I
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Markov chains and stochastic stability
• Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
• Operator-geometric stationary distributions for markov chains, with application to queueing models
• Wavelet transform for quasi-birth-death process with a continuous phase set

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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