Stochastic Darboux transformations for quasi-birth-and-death processes and urn models
نویسندگان
چکیده
منابع مشابه
Quasi - Birth - Death Processes
1 Description of the Model This case study is analog to the one described in [2]. We considered a system consisting of a fixed number of m processors and an infinite queue for storing job requests. The processing speed of a processor is described by the rate γ, while λ describes the incoming rate of new jobs. If a new job arrives while at least one processor is idle, the job will be processed d...
متن کاملOn death processes and urn models
In this work we are concerned with so-called Pólya-Eggenberger urn models, which in the simplest case of two colors can be described as follows. At the beginning, the urn contains n white and m black balls. At every step, we choose a ball at random from the urn, examine its color and put it back into the urn and then add/remove balls according to its color by the following rules: if the ball is...
متن کاملLevel-Dependent Quasi-Birth-and-Death Processes
This article defines and describes the level-dependent quasi-birth-and-death (LDQBD) process, a generalization of the homogeneous (or level-independent) quasi-birth-and-death (QBD) process. Like its level-independent counterpart, the LDQBD process is a bivariate Markov process whose transition probability matrix (or infinitesimal generator matrix) exhibits a block tri-diagonal structure. Howeve...
متن کاملQuasi-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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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2019
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2019.05.048