In this paper, we present sufficient conditions, under which the stationary probability vector of a QBD process with both infinite levels and phases decays geometrically, characterized by the convergence norm n and the 1/eta-left-invariant vector x of the rate matrix R. We also present a method to compute eta and x based on spectral Properties of the censored matrix of a matrix function constructed with the repeating blocks of the transition matrix of the QBD process. What makes this method attractive is its simplicity; finding eta reduces to determining the zeros of a polynomial. We demonstrate the application of our method through a few interesting examples
In the case of birth-and-death processes there are a few exactly solvable si...
AbstractIn the study of quasi-birth-and-death (QBD) processes, the first passage probabilities from ...
In this paper a spectral theory pertaining to Quasi-Birth-Death Processes (QBDs) is presented. The Q...
In the study of quasi-birth-and-death (QBD) processes, the first passage probabilities from states i...
Abstract: In this article, we present a solution to a class of Quasi-Birth-and-Death processes with ...
In this paper, we present a novel algorithmic approach, the hybrid matrix geometric/invariant subspa...
We consider a Markov Chain in which the state space is partitioned into sets where both transitions ...
Cataloged from PDF version of article.Systems of stochastic chemical kinetics are modeled as infinit...
We determine the equilibrium distribution for a class of quasi-birth-and-death (QBD) processes using...
In this paper, we give a survey on computational methods developed for steady state solution of QBD ...
AbstractIn this paper, we consider a continuous-time level-dependent QBD process with a continuous p...
Abstract This article defines and describes the level-dependent quasi-birth-and-death (LDQBD) proces...
The spectral radius 'T] of the rate matrix of a QBD is known to be indicative of the tail behaviour ...
Abstract: In this paper a spectral theory pertaining to Quasi-Birth-Death Processes (QBDs) is prese...
Cataloged from PDF version of article.In this paper a spectral theory pertaining to Quasi-Birth±Deat...
In the case of birth-and-death processes there are a few exactly solvable si...
AbstractIn the study of quasi-birth-and-death (QBD) processes, the first passage probabilities from ...
In this paper a spectral theory pertaining to Quasi-Birth-Death Processes (QBDs) is presented. The Q...
In the study of quasi-birth-and-death (QBD) processes, the first passage probabilities from states i...
Abstract: In this article, we present a solution to a class of Quasi-Birth-and-Death processes with ...
In this paper, we present a novel algorithmic approach, the hybrid matrix geometric/invariant subspa...
We consider a Markov Chain in which the state space is partitioned into sets where both transitions ...
Cataloged from PDF version of article.Systems of stochastic chemical kinetics are modeled as infinit...
We determine the equilibrium distribution for a class of quasi-birth-and-death (QBD) processes using...
In this paper, we give a survey on computational methods developed for steady state solution of QBD ...
AbstractIn this paper, we consider a continuous-time level-dependent QBD process with a continuous p...
Abstract This article defines and describes the level-dependent quasi-birth-and-death (LDQBD) proces...
The spectral radius 'T] of the rate matrix of a QBD is known to be indicative of the tail behaviour ...
Abstract: In this paper a spectral theory pertaining to Quasi-Birth-Death Processes (QBDs) is prese...
Cataloged from PDF version of article.In this paper a spectral theory pertaining to Quasi-Birth±Deat...
In the case of birth-and-death processes there are a few exactly solvable si...
AbstractIn the study of quasi-birth-and-death (QBD) processes, the first passage probabilities from ...
In this paper a spectral theory pertaining to Quasi-Birth-Death Processes (QBDs) is presented. The Q...