A note on the invariant distribution of a quasi-birth-and-death process

被引：6
|
作者：
de la Iglesia, Manuel D. [1 ]
机构：
[1] NYU, Courant Inst Math Sci, New York, NY 10012 USA
来源：
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL | 2011年 / 44卷 / 13期
关键词：
D O I：
10.1088/1751-8113/44/13/135201
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
The aim of this paper is to give an explicit formula of the invariant distribution of a quasi-birth-and-death process in terms of the block entries of the transition probability matrix using a matrix-valued orthogonal polynomials approach. We will show that the invariant distribution can be computed using the squared norms of the corresponding matrix-valued orthogonal polynomials, no matter if they are or not diagonal matrices. We will give an example where the squared norms are not diagonal matrices, but nevertheless we can compute its invariant distribution.
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页数：9
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