Browsing by Subject "Quasi-birth-death processes"

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Open Access
A general theory on spectral properties of state-homogeneous finite-state quasi-birth-death processes
(Elsevier, 2001) Fadıloğlu, M. M.; Yeralan, S.
In this paper a spectral theory pertaining to Quasi-Birth–Death Processes (QBDs) is presented. The QBD, which is a generalization of the birth–death 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 is based on finding the eigenvalue–eigenvector pairs that solve a matrix polynomial equation. Since the computational effort in the solution procedure is independent of the cardinality of the counting set, it has an immediate advantage over other solution procedures. We present and prove different properties relating the quantities that arise in the solution procedure. By also compiling and formalizing the previously known properties, we present a formal unified theory on the spectral properties of QBDs, which furnishes a formal framework to embody much of the previous work. This framework carries the prospect of furthering our understanding of the behavior the modeled systems manifest.
Open Access
Models of production lines as quasi-birth-death processes
(Elsevier, 2002) Fadıloğlu, M. M.; Yeralan, S.
The aim of this work is to illustrate the suitability of quasi-birth-death processes (QBDs) for stochastic modelling of production lines. With this end in mind, first, an introduction to QBDs is made, so that the reader who may not be acquainted with this aspect of stochastic modelling may be introduced to the basics of the topic. Then, a formal definition of QBD is given and the QBDs are contrasted with the traditional birth-death processes. Later, examples of QBD models pertaining to production lines are presented. The rational of this exposition is to show how QBDs present themselves within the context of production lines and to show the kind of work that needs to be performed to fully specify the corresponding QBD. By compiling the aforementioned models, the strength of QBDs in modelling production lines is demonstrated.