Two Types ofRG-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals

DOI10.1081/STM-200025740zbMath1061.60089OpenAlexW1994217662WikidataQ114097321 ScholiaQ114097321MaRDI QIDQ3157867

Jinhua Cao, Quan-Lin Li

Publication date: 19 January 2005

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/stm-200025740

zbMATH Keywords

RG-factorization\(G\)-measurestochastic integral functional\(R\)-measurelevel-dependent QBD processlinear QBD-equations

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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