Location of Repository

Tree structured QBD Markov chains and tree-like QBD processes. Stochastic Models

By B. Van Houdt and C. Blondia


Abstract. In this paper we show that an arbitrary tree structured QBD Markov chain can be embedded in a tree-like QBD process with a special structure. Moreover, we present an algebraic proof that applying the natural fixed point iteration (FPI) to the nonlinear matrix equation V = B + ∑ d s=1 Us(I − V) −1 Ds that solves the tree-like QBD process, is equivalent to the more complicated iterative algorithm presented by Yeung and Alfa [1].

Year: 2003
OAI identifier: oai:CiteSeerX.psu:
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://citeseerx.ist.psu.edu/v... (external link)
  • http://www.pats.ua.ac.be/conte... (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.