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A note on two matrices occurring in the solution of quasi-birth-and-death processes

par Latouche, Guy
Référence Communications in Statistics : Stochastic models, 3, page (251-257)
Publication Publié, 1987

Article révisé par les pairs

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Résumé :

In the analysis of quasi-birth-and-death processes, two matrices play important roles. One, usually denoted by R, is necessary to compute the stationary probability distribution. the second, denoted by G, is related to some first passage times. We show that these two matrices determine each other, and we establish several useful relationships between them. © 1987, Taylor & Francis Group, LLC. All rights reserved.