Search Results - subject:"quasi birth and death processes"

Some comments on quasi-birth-and-death processes and matrix measures

Dette, Holger; Reuther, Bettina - 2008

In this paper we explore the relation between matrix measures and Quasi-Birth-and-Death processes. We derive an … matrix polynomials. We characterize several stochastic properties of Quasi-Birth-and-Death processes by means of this matrix …

Persistent link: https://www.econbiz.de/10010300676

Some comments on quasi-birth-and-death processes and matrix measures

Dette, Holger; Reuther, Bettina - Institut für Wirtschafts- und Sozialstatistik, … - 2008

Persistent link: https://www.econbiz.de/10009216952

Matrix measures and random walks

Studden, W. J.; Reuther, Bettina; Dette, Holger; Zygmunt, M. - 2005

In this paper we study the connection between matrix measures and random walks with a tridiagonal block transition matrix. We derive sufficient conditions such that the blocks of the n-step transition matrix of the Markov chain can be represented as integrals with respect to a matrix valued...

Persistent link: https://www.econbiz.de/10010296686

Matrix measures and random walks

Studden, W. J.; Reuther, Bettina; Dette, Holger; Zygmunt, M. - Institut für Wirtschafts- und Sozialstatistik, … - 2005

Persistent link: https://www.econbiz.de/10009216852