Knowledge (XXG)

Quasi-birth–death process

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913: 575: 264: 340: 56: 570:{\displaystyle Q={\begin{pmatrix}B_{00}&B_{01}\\B_{10}&A_{1}&A_{2}\\&A_{0}&A_{1}&A_{2}\\&&A_{0}&A_{1}&A_{2}\\&&&A_{0}&A_{1}&A_{2}\\&&&&\ddots &\ddots &\ddots \end{pmatrix}}} 259:{\displaystyle P={\begin{pmatrix}A_{1}^{\ast }&A_{2}^{\ast }\\A_{0}^{\ast }&A_{1}&A_{2}\\&A_{0}&A_{1}&A_{2}\\&&A_{0}&A_{1}&A_{2}\\&&&\ddots &\ddots &\ddots \end{pmatrix}}} 32:. As with the birth-death process it moves up and down between levels one at a time, but the time between these transitions can have a more complicated distribution encoded in the blocks. 954: 837:; Scheinhardt, W. R. W.; Taylor, P. G. (2004). "Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process". 815: 782: 722: 697: 947: 765:
Palugya, S. N.; Csorba, M. T. J. (2005). "Modeling Access Control Lists with Discrete-Time Quasi Birth-Death Processes".
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Latouche, G.; Pearce, C. E. M.; Taylor, P. G. (1998). "Invariant measures for quasi-birth-and-death processes".
973: 29: 876:"Decay rates for quasi-birth-and-death processes with countably many phases and tridiagonal block generators" 660: 325: 624:
are matrices. The process can be viewed as a two dimensional chain where the block structure are called
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The stationary distribution of a quasi-birth-death process can be computed using the
689: 45: 920: 834: 802:. Stochastic Modelling and Applied Probability. Vol. 51. pp. 302–339. 860: 912: 751: 892: 875: 807: 648: 680:
Latouche, G. (2011). "Level-Independent Quasi-Birth-and-Death Processes".
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can be considered as quasi-birth-death processes with infinitely (but
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Usually the blocks have finitely many phases, but models like the
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Wiley Encyclopedia of Operations Research and Management Science
640:(as transition times are then not exponentially distributed). 632:. When describing the process by both level and phase it is a 316:
are irregular matrices for the first and second levels.
928: 355: 71: 343: 59: 798:Asmussen, S. R. (2003). "Markov Additive Models". 569: 258: 740:Communications in Statistics. Stochastic Models 767:Computer and Information Sciences - ISCIS 2005 948: 8: 715:Analysis of Queues: Methods and Applications 636:, but when considering levels only it is a 955: 941: 891: 850: 532: 520: 508: 491: 479: 467: 451: 439: 427: 412: 400: 388: 374: 362: 350: 342: 222: 210: 198: 182: 170: 158: 143: 131: 119: 114: 100: 95: 83: 78: 66: 58: 829: 827: 672: 20:, a discipline within the mathematical 328:for a quasi-birth-death process has a 874:Motyer, A. J.; Taylor, P. G. (2006). 7: 909: 907: 927:. You can help Knowledge (XXG) by 28:describes a generalisation of the 14: 839:The Annals of Applied Probability 911: 880:Advances in Applied Probability 690:10.1002/9780470400531.eorms0461 800:Applied Probability and Queues 628:and the intra-block structure 1: 634:continuous-time Markov chain 1000: 906: 861:10.1214/105051604000000477 713:Gautam, Natarajan (2012). 752:10.1080/15326349808807481 26:quasi-birth–death process 808:10.1007/0-387-21525-5_11 661:matrix geometric method 655:Stationary distribution 923:-related article is a 893:10.1239/aap/1151337083 571: 326:transition rate matrix 260: 572: 261: 22:theory of probability 341: 57: 48:has block structure 775:10.1007/11569596_26 638:semi-Markov process 124: 105: 88: 30:birth–death process 567: 561: 256: 250: 110: 91: 74: 984:Probability stubs 936: 935: 817:978-0-387-00211-8 784:978-3-540-29414-6 292:are matrices and 42:stochastic matrix 991: 979:Markov processes 957: 950: 943: 915: 908: 898: 897: 895: 871: 865: 864: 854: 831: 822: 821: 795: 789: 788: 762: 756: 755: 735: 729: 728: 710: 704: 703: 677: 576: 574: 573: 568: 566: 565: 544: 543: 542: 541: 537: 536: 525: 524: 513: 512: 502: 501: 500: 496: 495: 484: 483: 472: 471: 461: 460: 456: 455: 444: 443: 432: 431: 421: 417: 416: 405: 404: 393: 392: 379: 378: 367: 366: 332:block structure 265: 263: 262: 257: 255: 254: 233: 232: 231: 227: 226: 215: 214: 203: 202: 192: 191: 187: 186: 175: 174: 163: 162: 152: 148: 147: 136: 135: 123: 118: 104: 99: 87: 82: 999: 998: 994: 993: 992: 990: 989: 988: 974:Queueing theory 964: 963: 962: 961: 904: 902: 901: 873: 872: 868: 833: 832: 825: 818: 797: 796: 792: 785: 764: 763: 759: 737: 736: 732: 725: 712: 711: 707: 700: 679: 678: 674: 669: 657: 651:) many phases. 645:Jackson network 623: 616: 609: 602: 595: 588: 560: 559: 554: 549: 539: 538: 528: 526: 516: 514: 504: 498: 497: 487: 485: 475: 473: 463: 458: 457: 447: 445: 435: 433: 423: 419: 418: 408: 406: 396: 394: 384: 381: 380: 370: 368: 358: 351: 339: 338: 322: 320:Continuous time 315: 307: 299: 291: 284: 277: 249: 248: 243: 238: 229: 228: 218: 216: 206: 204: 194: 189: 188: 178: 176: 166: 164: 154: 150: 149: 139: 137: 127: 125: 107: 106: 89: 67: 55: 54: 44:describing the 38: 18:queueing models 12: 11: 5: 997: 995: 987: 986: 981: 976: 966: 965: 960: 959: 952: 945: 937: 934: 933: 916: 900: 899: 866: 823: 816: 790: 783: 757: 730: 723: 705: 698: 671: 670: 668: 665: 656: 653: 621: 614: 607: 600: 593: 586: 582:where each of 580: 579: 578: 577: 564: 558: 555: 553: 550: 548: 545: 540: 535: 531: 527: 523: 519: 515: 511: 507: 503: 499: 494: 490: 486: 482: 478: 474: 470: 466: 462: 459: 454: 450: 446: 442: 438: 434: 430: 426: 422: 420: 415: 411: 407: 403: 399: 395: 391: 387: 383: 382: 377: 373: 369: 365: 361: 357: 356: 354: 349: 346: 321: 318: 313: 305: 297: 289: 282: 275: 271:where each of 269: 268: 267: 266: 253: 247: 244: 242: 239: 237: 234: 230: 225: 221: 217: 213: 209: 205: 201: 197: 193: 190: 185: 181: 177: 173: 169: 165: 161: 157: 153: 151: 146: 142: 138: 134: 130: 126: 122: 117: 113: 109: 108: 103: 98: 94: 90: 86: 81: 77: 73: 72: 70: 65: 62: 37: 34: 13: 10: 9: 6: 4: 3: 2: 996: 985: 982: 980: 977: 975: 972: 971: 969: 958: 953: 951: 946: 944: 939: 938: 932: 930: 926: 922: 917: 914: 910: 905: 894: 889: 885: 881: 877: 870: 867: 862: 858: 853: 848: 844: 840: 836: 835:Kroese, D. 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CRC Press. 716: 709: 706: 701: 699:9780470400531 695: 691: 687: 683: 676: 673: 666: 664: 662: 654: 652: 650: 646: 641: 639: 635: 631: 627: 620: 613: 606: 599: 592: 585: 562: 556: 551: 546: 533: 529: 521: 517: 509: 505: 492: 488: 480: 476: 468: 464: 452: 448: 440: 436: 428: 424: 413: 409: 401: 397: 389: 385: 375: 371: 363: 359: 352: 347: 344: 337: 336: 335: 334: 333: 331: 327: 319: 317: 311: 303: 295: 288: 281: 274: 251: 245: 240: 235: 223: 219: 211: 207: 199: 195: 183: 179: 171: 167: 159: 155: 144: 140: 132: 128: 120: 115: 111: 101: 96: 92: 84: 79: 75: 68: 63: 60: 53: 52: 51: 50: 49: 47: 43: 36:Discrete time 35: 33: 31: 27: 23: 19: 929:expanding it 918: 903: 883: 879: 869: 852:math/0503555 842: 838: 799: 793: 766: 760: 743: 739: 733: 714: 708: 681: 675: 658: 642: 629: 625: 618: 611: 604: 597: 590: 583: 581: 323: 309: 301: 293: 286: 279: 272: 270: 46:Markov chain 39: 25: 15: 921:probability 845:(4): 2057. 330:tridiagonal 968:Categories 886:(2): 522. 667:References 649:countably 557:⋱ 552:⋱ 547:⋱ 246:⋱ 241:⋱ 236:⋱ 121:∗ 102:∗ 85:∗ 746:: 443. 814:  781:  721:  696:  630:phases 626:levels 24:, the 919:This 847:arXiv 925:stub 812:ISBN 779:ISBN 719:ISBN 694:ISBN 617:and 324:The 308:and 285:and 40:The 888:doi 857:doi 804:doi 771:doi 748:doi 686:doi 16:In 970:: 884:38 882:. 878:. 855:. 843:14 841:. 826:^ 810:. 777:. 744:14 742:. 692:. 684:. 663:. 610:, 603:, 601:10 596:, 594:01 589:, 587:00 390:10 376:01 364:00 300:, 278:, 956:e 949:t 942:v 931:. 896:. 890:: 863:. 859:: 849:: 820:. 806:: 787:. 773:: 754:. 750:: 727:. 702:. 688:: 622:2 619:A 615:1 612:A 608:0 605:A 598:B 591:B 584:B 563:) 534:2 530:A 522:1 518:A 510:0 506:A 493:2 489:A 481:1 477:A 469:0 465:A 453:2 449:A 441:1 437:A 429:0 425:A 414:2 410:A 402:1 398:A 386:B 372:B 360:B 353:( 348:= 345:Q 314:2 312:* 310:A 306:1 304:* 302:A 298:0 296:* 294:A 290:2 287:A 283:1 280:A 276:0 273:A 252:) 224:2 220:A 212:1 208:A 200:0 196:A 184:2 180:A 172:1 168:A 160:0 156:A 145:2 141:A 133:1 129:A 116:0 112:A 97:2 93:A 80:1 76:A 69:( 64:= 61:P

Index

queueing models
theory of probability
birth–death process
stochastic matrix
Markov chain
transition rate matrix
tridiagonal
continuous-time Markov chain
semi-Markov process
Jackson network
countably
matrix geometric method
doi
10.1002/9780470400531.eorms0461
ISBN
9780470400531
ISBN
9781439806586
doi
10.1080/15326349808807481
doi
10.1007/11569596_26
ISBN
978-3-540-29414-6
doi
10.1007/0-387-21525-5_11
ISBN
978-0-387-00211-8

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