Tree Structured Qbd Markov Chains and Tree-like Qbd Processes

نویسندگان

  • B. Van Houdt
  • C. Blondia
چکیده

In this paper we show that an arbitrary tree structured QBD Markov chain can be embedded in a tree-like QBD process with a special structure. Moreover, we present an algebraic proof that applying the natural fixed point iteration (FPI) to the nonlinear matrix equation V = B + ∑d s=1 Us(I − V )Ds that solves the tree-like QBD process, is equivalent to the more complicated iterative algorithm presented by Yeung and Alfa [1].

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تاریخ انتشار 2003