Stochastic and substochastic solutions for infinite-state Markov chains with applications to matrix-analytic methods

DOI10.1239/AAP/1231340168MaRDI QIDQ3603202zbMATH OpenOpenAlexFDO

Authors Winfried K. Grassmann, Javad Tavakoli

Publication date 16 February 2009

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

Full work available at URL https://doi.org/10.1239/aap/1231340168

zbMATH Keywords

queueingcensoringmatrix-analytic methodinfinite-state Markov chainnonrecurrent Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries
• On the Solution to QBD Processes with Finite State Space
• scientific article; zbMATH DE number 1424148
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Computation of Steady-State Probabilities for Infinite-State Markov Chains with Repeating Rows

Cites work

• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• scientific article; zbMATH DE number 3756646 (Why is no real title available?)
• scientific article; zbMATH DE number 1279219 (Why is no real title available?)
• scientific article; zbMATH DE number 510837 (Why is no real title available?)
• scientific article; zbMATH DE number 729460 (Why is no real title available?)
• scientific article; zbMATH DE number 194776 (Why is no real title available?)
• scientific article; zbMATH DE number 1424147 (Why is no real title available?)
• scientific article; zbMATH DE number 1424148 (Why is no real title available?)
• scientific article; zbMATH DE number 3240812 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• scientific article; zbMATH DE number 967319 (Why is no real title available?)
• Computation of Steady-State Probabilities for Infinite-State Markov Chains with Repeating Rows
• Entrywise perturbation theory and error analysis for Markov chains
• Equilibrium distribution of block-structured Markov chains with repeating rows
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Matrix Analysis
• On the convergence and limits of certain matrix sequences arising in quasi-birth-and-death Markov chains
• Relative-error bounds for the LU decomposition via the GTH algorithm
• Rounding errors in certain algorithms involving Markov chains
• Solutions of the basic matrix equation for M/G/l AND G/M/1 type markov chains
• Spectral analysis of M/G/1 and G/M/1 type Markov chains
• Truncation and augmentation of level-independent QBD processes.

Cited in

(3)

• Sub-stochastic matrix analysis for bounds computation -- theoretical results
• Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries
• Infinitely divisible nonnegative matrices, M-matrices, and the embedding problem for finite state stationary Markov chains

This page was built for publication: Stochastic and substochastic solutions for infinite-state Markov chains with applications to matrix-analytic methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3603202)