The quasi-stationary behavior of quasi-birth-and-death processes

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dc.contributor.authorBean, N.
dc.contributor.authorBright, L.
dc.contributor.authorLatouche, G.
dc.contributor.authorPearce, C.
dc.contributor.authorPollett, P.
dc.contributor.authorTaylor, P.
dc.date.issued1995
dc.description.abstractFor evanescent Markov processes with a single transient communicating class, it is often of interest to examine the limiting probabilities that the process resides in the various transient states, conditional on absorption not having taken place. Such distributions are known as quasi-stationary (or limiting-conditional) distributions. In this paper we consider the determination of the quasi-stationary distribution of a general level-independent quasi-birth-and-death process (QBD). This distribution is shown to have a form analogous to the matrix-geometric form possessed by the stationary distribution of a positive recurrent QBD. We provide an algorithm for the explicit computation of the quasi-stationary distribution.
dc.description.statementofresponsibilityN. G. Bean,L. Bright,G. Latouche,C. E. M. Pearce,P. K. Pollett, and P. G. Taylor
dc.identifier.citationAnnals of Applied Probability, 1995; 7(1):134-155
dc.identifier.doi10.1214/aoap/1034625256
dc.identifier.issn1050-5164
dc.identifier.orcidBean, N. [0000-0002-5351-3104]
dc.identifier.urihttp://hdl.handle.net/2440/337
dc.language.isoen
dc.publisherInstitute of Mathematical Statistics
dc.rightsThe Annals of Applied Probability © 1997
dc.source.urihttp://www.jstor.org/stable/2245136
dc.titleThe quasi-stationary behavior of quasi-birth-and-death processes
dc.typeJournal article
pubs.publication-statusPublished

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