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Shift techniques for Quasi-Birth and Death processes: Canonical factorizations and matrix equations

par Bini, Dario Andrea;Latouche, Guy ;Meini, Beatrice
Référence Applied numerical mathematics, 116, page (24-36)
Publication Publié, 2017-06

Article révisé par les pairs

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Résumé :

We revisit the shift technique applied to Quasi-Birth and Death (QBD) processes He et al. (2001) [13] in functional form by bringing the attention to the existence and properties of canonical factorizations. To this regard, we prove new results concerning the solutions of the quadratic matrix equations associated with the QBD. These results find applications to the solution of the Poisson equation for QBDs.