|Title:||Some comments on Quasi-Birth-and-Death processes and matrix measures|
|Abstract:||In this paper we explore the relation between matrix measures and Quasi-Birth-and-Death processes. We derive an integral representation of the transition function in terms of a matrix valued spectral measure and corresponding orthogonal matrix polynomials. We characterize several stochastic properties of Quasi-Birth-and-Death processes by means of this matrix measure and illustrate the theoretical results by several examples. AMS: 60J10, 42C05|
|Subject Headings:||Block tridiagonal infinitesimal generator|
|Appears in Collections:||Sonderforschungsbereich (SFB) 475|
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