Artículo
A note on the invariant distribution of a quasi-birth-and-death process
Autor/es | Domínguez de la Iglesia, Manuel |
Departamento | Universidad de Sevilla. Departamento de Análisis Matemático |
Fecha de publicación | 2011 |
Fecha de depósito | 2016-06-16 |
Publicado en |
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Resumen | 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 ... 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. |
Agencias financiadoras | Dirección General de Enseñanza Superior. España Junta de Andalucía |
Identificador del proyecto | BFM2006-13000-C03-01
FQM-229 FQM-481 P06-FQM-01738 2008-0207 |
Cita | 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. |
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