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A Computational Framework for the Mixing Times in the QBD Processes with Infinitely-Many Levels
In this paper, we develop some matrix Poisson's equations satisfied by the
mean and variance of the mixing time in an irreducible positive-recurrent
discrete-time Markov chain with infinitely-many levels, and provide a
computational framework for the solution to the matrix Poisson's equations by
means of the UL-type of -factorization as well as the generalized inverses.
In an important special case: the level-dependent QBD processes, we provide a
detailed computation for the mean and variance of the mixing time. Based on
this, we give new highlight on computation of the mixing time in the
block-structured Markov chains with infinitely-many levels through the
matrix-analytic method
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