Finite-State-Space Truncations for Infinite Quasi-Birth-Death Processes
For dealing numerically with the infinite-state-space Markov chains, a truncation of the state space is inevitable, that is, an approximation by a finite-state-space Markov chain has to be performed. In this paper, we consider level-dependent quasi-birth-death processes, and we focus on the computat...
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2020-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2020/2678374 |
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