13,566 research outputs found
Quasi-birth-and-death processes with level-geometric distribution
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
Hamiltonian analysis of subcritical stochastic epidemic dynamics
We extend a technique of approximation of the long-term behavior of a
supercritical stochastic epidemic model, using the WKB approximation and a
Hamiltonian phase space, to the subcritical case. The limiting behavior of the
model and approximation are qualitatively different in the subcritical case,
requiring a novel analysis of the limiting behavior of the Hamiltonian system
away from its deterministic subsystem. This yields a novel, general technique
of approximation of the quasistationary distribution of stochastic epidemic and
birth-death models, and may lead to techniques for analysis of these models
beyond the quasistationary distribution. For a classic SIS model, the
approximation found for the quasistationary distribution is very similar to
published approximations but not identical. For a birth-death process without
depletion of susceptibles, the approximation is exact. Dynamics on the phase
plane similar to those predicted by the Hamiltonian analysis are demonstrated
in cross-sectional data from trachoma treatment trials in Ethiopia, in which
declining prevalences are consistent with subcritical epidemic dynamics
Matrix geometric approach for random walks: stability condition and equilibrium distribution
In this paper, we analyse a sub-class of two-dimensional homogeneous nearest
neighbour (simple) random walk restricted on the lattice using the matrix
geometric approach. In particular, we first present an alternative approach for
the calculation of the stability condition, extending the result of Neuts drift
conditions [30] and connecting it with the result of Fayolle et al. which is
based on Lyapunov functions [13]. Furthermore, we consider the sub-class of
random walks with equilibrium distributions given as series of product-forms
and, for this class of random walks, we calculate the eigenvalues and the
corresponding eigenvectors of the infinite matrix appearing in the
matrix geometric approach. This result is obtained by connecting and extending
three existing approaches available for such an analysis: the matrix geometric
approach, the compensation approach and the boundary value problem method. In
this paper, we also present the spectral properties of the infinite matrix
A note on the invariant distribution of a quasi-birth-and-death process
The aim of this paper is to give an explicit formula of the invariant
distribution of a quasi-birth-and-death process in terms of the block entries
of the transition probability matrix using a matrix-valued orthogonal
polynomials approach. We will show that the invariant distribution can be
computed using the squared norms of the corresponding matrix-valued orthogonal
polynomials, no matter if they are or not diagonal matrices. We will give an
example where the squared norms are not diagonal matrices, but nevertheless we
can compute its invariant distribution
Poisson's equation for discrete-time quasi-birth-and-death processes
We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and
we exploit the special transition structure of QBDs to obtain its solutions in
two different forms. One is based on a decomposition through first passage
times to lower levels, the other is based on a recursive expression for the
deviation matrix.
We revisit the link between a solution of Poisson's equation and perturbation
analysis and we show that it applies to QBDs. We conclude with the PH/M/1 queue
as an illustrative example, and we measure the sensitivity of the expected
queue size to the initial value
Some comments on quasi-birth-and-death processes and matrix measures
In this paper we explore the relation between matrix measures and Quasi-Birth-and-Death processes. We derive an integral representation of the transition function in terms of a matrix valued spectral measure and corresponding orthogonal matrix polynomials. We characterize several stochastic properties of Quasi-Birth-and-Death processes by means of this matrix measure and illustrate the theoretical results by several examples. --Block tridiagonal infinitesimal generator,Quasi-Birth-and-Death processes,spectral measure,matrix measure,canonical moments
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