A general theory on spectral properties of state-homogeneous finite-state quasi-birth-death processes

Simple item page
dc.citation.epage417en_US
dc.citation.issueNumber2en_US
dc.citation.spage402en_US
dc.citation.volumeNumber128en_US
dc.contributor.authorFadıloğlu, M. M.en_US
dc.contributor.authorYeralan, S.en_US
dc.date.accessioned2016-02-08T10:35:55Z
dc.date.available2016-02-08T10:35:55Z
dc.date.issued2001en_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.description.abstractIn 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.en_US
dc.description.provenanceMade available in DSpace on 2016-02-08T10:35:55Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2001en
dc.identifier.doi10.1016/S0377-2217(99)00367-7en_US
dc.identifier.issn0377-2217
dc.identifier.urihttp://hdl.handle.net/11693/24900
dc.language.isoEnglishen_US
dc.publisherElsevieren_US
dc.relation.isversionofhttp://dx.doi.org/10.1016/S0377-2217(99)00367-7en_US
dc.source.titleEuropean Journal of Operational Researchen_US
dc.subjectEigenvalues and eigenfunctionsen_US
dc.subjectMarkov processesen_US
dc.subjectMathematical modelsen_US
dc.subjectPolynomialsen_US
dc.subjectProbability distributionsen_US
dc.subjectQueueing theoryen_US
dc.subjectTheorem provingen_US
dc.subjectJordan canonical formsen_US
dc.subjectQuasi-birth-death processesen_US
dc.subjectOperations researchen_US
dc.titleA general theory on spectral properties of state-homogeneous finite-state quasi-birth-death processesen_US
dc.typeArticleen_US

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
General theory on spectral properties of state-homogeneous finite-state quasi-birth-death processes.pdf
Size:
189.97 KB
Format:
Adobe Portable Document Format
Description:
Full printable version
Download

Collections

Scholarly Publications - Industrial Engineering