Approximations to quasi-birth-and-death processes with infinite blocks

DOI10.1239/AAP/1293113153MaRDI QIDQ3074497zbMATH OpenOpenAlexFDO

Authors Nigel G. Bean, Guy Latouche

Publication date 9 February 2011

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/aap/1293113153

zbMATH Keywords

approximationsquasi-birth-and-death processmatrix-analytic methodtruncation and augmentationinfinite-dimensional matrix

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) 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?)
• An operator analytic approach to product-farm networks
• Approximation of the invariant probability measure of an infinite stochastic matrix
• Augmented truncations of infinite stochastic matrices
• Computing the stationary distribution for infinite Markov chains
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Limits for queues as the waiting room grows
• Numerical Methods for Structured Markov Chains
• Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
• The censored Markov chain and the best augmentation
• Truncation and augmentation of level-independent QBD processes.

Cited in

(4)

• Quasi-Toeplitz matrix arithmetic: a MATLAB toolbox
• Wavelet transform for quasi-birth-death process with a continuous phase set
• Queues with boundary assistance: The effects of truncation
• Finite-state-space truncations for infinite quasi-birth-death processes

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