Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
نویسندگان
چکیده
منابع مشابه
Spectral properties of birth-death polynomials
We consider sequences of polynomials that are defined by a threeterms recurrence relation and orthogonal with respect to a positive measure on the nonnegative axis. By a famous result of Karlin and McGregor such sequences are instrumental in the analysis of birth-death processes. Inspired by problems and results in this stochastic setting we present necessary and sufficient conditions in terms ...
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In this paper a spectral theory pertaining to Quasi-Birth-Death Processes (QBDs) is presented. The QBD, which is a generalization of the BirthDeath Process, is a powerful tool that can be utilized in modeling many stochastic phenomena. Our theory is based on the application of a matrix polynomial method to obtain the steady-state probabilities in state-homogeneous finite-state QBDs. The method ...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2004
ISSN: 1050-5164
DOI: 10.1214/105051604000000477