The quasistationary distributions of level-independent quasi-birth-and-death processes

DOI10.1080/15326349808807478MaRDI QIDQ4385228zbMATH OpenOpenAlexFDO

Authors Nigel G. Bean, P. K. Pollett, P. G. Taylor

Publication date 4 April 2000

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349808807478

zbMATH Keywords

general level-independent quasi-birth-and-death processquasistationary distributions

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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• Quasi-stationary distributions and one-dimensional circuit-switched networks
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• Quasi-Birth-and-Death Processes with Level-Geometric Distribution
• β-Invariant Measures for Transition Matrices of GI/M/1 Type
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• Yaglom limit for stochastic fluid models
• On the ergodicity of a class of level-dependent quasi-birth-and-death processes
• The running maximum of a level-dependent quasi-birth-death process
• On the study of the running maximum and minimum level of level-dependent quasi-birth–death processes and related models
• Lower order moments of inter-transition times in the stationary QBD process
• Yaglom limit for unimodal Lévy processes

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