Journal of applied probability, 1990-09, Vol.27 (3), p.557-576
1990
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Details
- Autor(en) / Beteiligte
- Titel
- Equilibrium distribution of block-structured Markov chains with repeating rows
- Ist Teil von
- Journal of applied probability, 1990-09, Vol.27 (3), p.557-576
- Ort / Verlag
- Cambridge, UK: Cambridge University Press
- Erscheinungsjahr
- 1990
- Quelle
- Alma/SFX Local Collection
- Beschreibungen/Notizen
- In this paper we consider two-dimensional Markov chains with the property that, except for some boundary conditions, when the transition matrix is written in block form, the rows are identical except for a shift to the right. We provide a general theory for finding the equilibrium distribution for this class of chains. We illustrate theory by showing how our results unify the analysis of the M/G/1 and GI/M/1 paradigms introduced by M. F. Neuts.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0021-9002eISSN: 1475-6072DOI: 10.2307/3214541Titel-ID: cdi_proquest_miscellaneous_25850367
- Format
- –
- Schlagworte
- Boundary conditions, Censorship, Difference equations, Exact sciences and technology, Factorization, Gaussian elimination, Markov chains, Mathematics, Matrix equations, Probability and statistics, Probability theory and stochastic processes, Random walk, Research Papers, Scalars, Sciences and techniques of general use, Special processes (renewal theory, markov renewal processes, semi-markov processes, statistical mechanics type models, applications), Transition probabilities