Quasi-Birth-and-Death Processes with Rational Arrival Process Components

DOI10.1080/15326349.2010.498311zbMath1204.60069OpenAlexW2019239197MaRDI QIDQ3161154

Bo Friis Nielsen, Nigel G. Bean

Publication date: 12 October 2010

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

Full work available at URL: http://orbit.dtu.dk/ws/files/2889826/tr07_20-ny.pdf

zbMATH Keywords

phase-type distributionMarkovian arrival processquasi-birth-and-death processmatrix-exponential distributionrational arrival process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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• Matrix‐Exponential Distributions: Calculus and Interpretations via Flows
• Fitting with Matrix-Exponential Distributions
• Constructing a correlated sequence of matrix exponentials with invariant first-order properties

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