Quasi-Birth-and-Death Processes with Rational Arrival Process Components
نویسندگان
چکیده
منابع مشابه
Quasi-Birth-and-Death Processes with Rational Arrival Process Components
In this paper we introduce the concept of a Quasi-Birth-and-Death process (QBD) with Rational Arrival Process components. We use the physical interpretation of a Rational Arrival Process (RAP), developed by Asmussen and Bladt, to consider such a Markov process. We exploit this interpretation to develop an analytic method for such a process, that parallels the analysis of a traditional QBD. We d...
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The Karlin-McGregor representation for the transition probabilities of a birth-death process with an absorbing bottom state involves a sequence of orthogonal polynomials and the corresponding measure. This representation can be generalized to a setting in which a transition to the absorbing state (killing) is possible from any state rather than just one state. The purpose of this paper is to in...
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ژورنال
عنوان ژورنال: Stochastic Models
سال: 2010
ISSN: 1532-6349,1532-4214
DOI: 10.1080/15326349.2010.498311