Result: Quasi-birth-and-death processes, level-geometric distributions. An aggregation/disaggregation approach
Title:
Quasi-birth-and-death processes, level-geometric distributions. An aggregation/disaggregation approach
Authors:
Source:
Proceedings of the international conference on recent advances in computational mathematics (ICRACM 2001), Matsuyama, Japan, 10-13 October 2001Journal of computational and applied mathematics. 152(1-2):277-288
Publisher Information:
Amsterdam: Elsevier, 2003.
Publication Year:
2003
Physical Description:
print, 11 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Probabilités et statistiques, Probability and statistics, Théorie des probabilités et processus stochastiques, Probability theory and stochastic processes, Processus de markov, Markov processes, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Probabilités et statistiques numériques, Numerical methods in probability and statistics, Agrégation, Aggregation, Agregación, Calcul numérique, Numerical computation, Cálculo numérico, Chaîne Markov, Markov chain, Cadena Markov, Cône, Cone, Cono, Désagrégation, Disaggregation, Desagregación, Espace Banach, Banach space, Espacio Banach, Espace état, State space, Espacio estado, Fonction répartition, Distribution function, Función distribución, Itération, Iteration, Iteracción, Modélisation, Modeling, Modelización, Méthode itérative, Iterative method, Método iterativo, Méthode stochastique, Stochastic method, Método estocástico, Opérateur stochastique, Stochastic operator, Operador estocástico, Processus naissance mort, Birth death process, Proceso nacimiento muerte, Rayon spectral, Spectral radius, Radio espectral, Temps continu, Continuous time, Tiempo continuo, Théorie probabilité, Probability theory, Teoría probabilidad, 65C40, Générateur infinitésimal, Infinitesimal generator, Opérateur transition Markov, Markov tansition operator
Document Type:
Conference
Conference Paper
File Description:
text
Language:
English
Author Affiliations:
Katedra Matematiky, Stavebni Fakulta Ceskeho vysokeho učení technického, Thákurova 7, Praha 1 166 29, Czech Republic
ISSN:
0377-0427
Rights:
Copyright 2003 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.14651881
Database:
PASCAL Archive
Further Information
A special class of homogeneous continuous time quasi-birth and death (QBD) Markov chains (MCs) which possess level-geometric (LG) stationary distribution are considered. A functional analytic approach is applied which provides not only a clear analytic interpretation of the concepts introduced elsewhere but also represents a suitable basis for computations. An iterative aggregation/disaggregation method is proposed as tool for numerical computations.