Computing Stationary Expectations in Level-Dependent QBD Processes
DOI10.1239/jap/1363784430zbMath1273.60089OpenAlexW2024102281MaRDI QIDQ4918569
Hendrik Baumann, Werner Sandmann
Publication date: 25 April 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1363784430
level-dependent quasi-birth-and-death processlong-run average additive functionalmatrix analytic computationmemory-efficient algorithmstationary expectation
Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)
Related Items (16)
Cites Work
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