Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics

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dc.citation.epage1026en_US
dc.citation.issueNumber4en_US
dc.citation.spage1005en_US
dc.citation.volumeNumber43en_US
dc.contributor.authorDayar T.en_US
dc.contributor.authorSandmann, W.en_US
dc.contributor.authorSpieler, D.en_US
dc.contributor.authorWolf, V.en_US
dc.date.accessioned2015-07-28T12:05:46Z
dc.date.available2015-07-28T12:05:46Z
dc.date.issued2011-12en_US
dc.departmentDepartment of Computer Engineeringen_US
dc.description.abstractSystems of stochastic chemical kinetics are modeled as infinite level-dependent quasi-birth-and-death (LDQBD) processes. For these systems, in contrast to many other applications, levels have an increasing number of states as the level number increases and the probability mass may reside arbitrarily far away from lower levels. Ideas from Lyapunov theory are combined with existing matrix-analytic formulations to obtain accurate approximations to the stationary probability distribution when the infinite LDQBD process is ergodic. Results of numerical experiments on a set of problems are provided.en_US
dc.description.provenanceMade available in DSpace on 2015-07-28T12:05:46Z (GMT). No. of bitstreams: 1 10.1239-aap-1324045696.pdf: 692512 bytes, checksum: 1ac67381e662d491250ff2a3710f6bcc (MD5)en
dc.identifier.doi10.1239/aap/1324045696en_US
dc.identifier.eissn1475-6064
dc.identifier.issn0001-8678
dc.identifier.urihttp://hdl.handle.net/11693/13332
dc.language.isoEnglishen_US
dc.publisherCambridge University Pressen_US
dc.relation.isversionofhttp://dx.doi.org/10.1239/aap/1324045696en_US
dc.source.titleAdvances in Applied Probabilityen_US
dc.subjectStochastic chemical kineticsen_US
dc.subjectLevel - dependent quasi - birth - and - death processen_US
dc.subjectState space truncationen_US
dc.subjectLyapunov bounden_US
dc.subjectMatrix - analytic solutionen_US
dc.titleInfinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kineticsen_US
dc.typeArticleen_US

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