EXPLICIT SOLUTIONS FOR CONTINUOUS-TIME QBD PROCESSES BY USING RELATIONS BETWEEN MATRIX GEOMETRIC ANA...
EXPLICIT SOLUTIONS FOR CONTINUOUS-TIME QBD PROCESSES BY USING RELATIONS BETWEEN MATRIX GEOMETRIC ANALYSIS AND THE PROBABILITY GENERATING FUNCTIONS METHOD
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New York, USA: Cambridge University Press
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Language
English
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New York, USA: Cambridge University Press
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Two main methods are used to solve continuous-time quasi birth-and-death processes: matrix geometric (MG) and probability generating functions (PGFs). MG requires a numerical solution (via successive substitutions) of a matrix quadratic equation A0 + RA1 + R2A2 = 0. PGFs involve a row vector $\vec{G}(z)$ of unknown generating functions satisfying $...
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Full title
EXPLICIT SOLUTIONS FOR CONTINUOUS-TIME QBD PROCESSES BY USING RELATIONS BETWEEN MATRIX GEOMETRIC ANALYSIS AND THE PROBABILITY GENERATING FUNCTIONS METHOD
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TN_cdi_proquest_journals_2543927197
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2543927197
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ISSN
0269-9648
E-ISSN
1469-8951
DOI
10.1017/S0269964819000470
