Kronecker-Based Infinite Level-Dependent QBD Processes
DOI10.1239/JAP/1354716665zbMATH Open1268.60099OpenAlexW2164856879MaRDI QIDQ4903050FDOQ4903050
Authors: Tuugrul Dayar, M. Can Orhan
Publication date: 19 January 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1354716665
Recommendations
- Solution of finite QBD processes
- Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics
- Computing stationary expectations in level-dependent QBD processes
- q-Lévy processes
- On the Solution to QBD Processes with Finite State Space
- Truncation and augmentation of level-independent QBD processes.
- On the approximation of quantile processes by Kiefer processes
ergodicitynumerical solutionMarkov processLyapunov functionsteady state distributionbiochemical systems dynamics
Computational methods in Markov chains (60J22) Applications of continuous-time Markov processes on discrete state spaces (60J28) Population dynamics (general) (92D25) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45)
Cites Work
- HOM4PS-2.0: a software package for solving polynomial systems by the polyhedral homotopy continuation method
- Title not available (Why is that?)
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Title not available (Why is that?)
- Title not available (Why is that?)
- Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes
- Stochastic approach to chemical kinetics
- Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics
- Bounding Stationary Expectations of Markov Processes
- A matrix continued fraction algorithm for the multiserver repeated order queue.
- Sufficient conditions for regularity, recurrence and ergodicity of Markov processes
- Title not available (Why is that?)
- Some properties of the rate perators in level dependent uasi-birth-and-death processes with countable number of phases
- Title not available (Why is that?)
- Bounding the equilibrium distribution of Markov population models.
- Title not available (Why is that?)
- A class of hierarchical queueing networks and their analysis
Cited In (4)
- A novel computational method for solving finite qbd processes
- Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics
- Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations
- Numerical Methods for Integral Equations of the Second Kind with NonSmooth Solutions of Bounded Variation
Uses Software
This page was built for publication: Kronecker-Based Infinite Level-Dependent QBD Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4903050)