A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility
DOI10.1017/apr.2022.9zbMath1517.60095arXiv1904.11199MaRDI QIDQ6043457
Publication date: 5 May 2023
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.11199
stationary distribution vectorlevel-dependent M/G/1-type Markov chainmatrix-infinite-product-form (MIP-form) solutionquasi-algorithmic constructionupper block-Hessenberg Markov chain (UBH-MC)
Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)
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