dc.creator | Domínguez de la Iglesia, Manuel | es |
dc.date.accessioned | 2016-06-16T11:06:21Z | |
dc.date.available | 2016-06-16T11:06:21Z | |
dc.date.issued | 2011 | |
dc.identifier.citation | Domínguez de la Iglesia, M. (2011). A note on the invariant distribution of a quasi-birth-and-death process. Journal of Physics. A, Mathematical and General, 44, 1-9. | |
dc.identifier.issn | 0305-4470 | es |
dc.identifier.issn | 1361-6447 | es |
dc.identifier.uri | http://hdl.handle.net/11441/42408 | |
dc.description.abstract | The aim of this paper is to give an explicit formula of the invariant distribution of a quasi-birth-and-death process in terms of the block entries of the transition probability matrix using a matrix-valued orthogonal polynomials approach. We will show that the invariant distribution can be computed using the squared norms of the corresponding matrix-valued orthogonal polynomials, no matter if they are or not diagonal matrices. We will give an example where the squared norms are not diagonal matrices, but nevertheless we can compute its invariant distribution. | es |
dc.description.sponsorship | Dirección General de Enseñanza Superior | es |
dc.description.sponsorship | Junta de Andalucía | es |
dc.format | application/pdf | es |
dc.language.iso | eng | es |
dc.publisher | Institute of Physics | es |
dc.relation.ispartof | Journal of Physics. A, Mathematical and General, 44, 1-9. | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Quasi-birth-and-death processes | es |
dc.subject | matrix-valued orthogonal polynomials | es |
dc.subject | Markov chains | es |
dc.subject | block tridiagonal transition probability matrix | es |
dc.title | A note on the invariant distribution of a quasi-birth-and-death process | es |
dc.type | info:eu-repo/semantics/article | es |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.type.version | info:eu-repo/semantics/submittedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Análisis Matemático | es |
dc.relation.projectID | BFM2006-13000-C03-01 | es |
dc.relation.projectID | FQM-229 | es |
dc.relation.projectID | FQM-481 | es |
dc.relation.projectID | P06-FQM-01738 | es |
dc.relation.projectID | 2008-0207 | es |
idus.format.extent | 11 p. | es |
dc.journaltitle | Journal of Physics. A, Mathematical and General | es |
dc.publication.volumen | 44 | es |
dc.publication.initialPage | 1 | es |
dc.publication.endPage | 9 | es |
dc.relation.publicationplace | London | es |
dc.identifier.idus | https://idus.us.es/xmlui/handle/11441/42408 | |
dc.contributor.funder | Dirección General de Enseñanza Superior. España | |
dc.contributor.funder | Junta de Andalucía | |