Quasi-birth-and-death processes with level-geometric distribution
| dc.citation.epage | 291 | en_US |
| dc.citation.issueNumber | 1 | en_US |
| dc.citation.spage | 281 | en_US |
| dc.citation.volumeNumber | 24 | en_US |
| dc.contributor.author | Dayar T. | en_US |
| dc.contributor.author | Quessette, F. | en_US |
| dc.date.accessioned | 2016-02-08T10:30:51Z | |
| dc.date.available | 2016-02-08T10:30:51Z | en_US |
| dc.date.issued | 2003 | en_US |
| dc.department | Department of Computer Engineering | en_US |
| dc.description.abstract | A special class of homogeneous continuous-time quasi-birth-and-death (QBD) Markov chains (MCS) which possess level-geometric (LG) stationary distribution is considered. Assuming that the stationary vector is partitioned by levels into subvectors, in an LG distribution all stationary subvectors beyond a finite level number are multiples of each other. Specifically, each pair of stationary subvectors that belong to consecutive levels is related by the same scalar, hence the term level-geometric. Necessary and sufficient conditions are specified for the existence of such a distribution, and the results are elaborated in three examples. | en_US |
| dc.description.provenance | Made available in DSpace on 2016-02-08T10:30:51Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2003 | en |
| dc.identifier.doi | 10.1137/S089547980138914X | en_US |
| dc.identifier.issn | 0895-4798 | |
| dc.identifier.issn | 1095-7162 | |
| dc.identifier.uri | http://hdl.handle.net/11693/24542 | en_US |
| dc.language.iso | English | en_US |
| dc.publisher | SIAM | en_US |
| dc.relation.isversionof | http://dx.doi.org/10.1137/S089547980138914X | en_US |
| dc.source.title | SIAM Journal on Matrix Analysis and Applications | en_US |
| dc.subject | Geometric Distributions | en_US |
| dc.subject | Markov Chains | en_US |
| dc.subject | Quasi-Birth-and-Death Processes | en_US |
| dc.title | Quasi-birth-and-death processes with level-geometric distribution | en_US |
| dc.type | Article | en_US |
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