Autor(en): | Dette, Holger Reuther, Bettina |
Titel: | Some comments on Quasi-Birth-and-Death processes and matrix measures |
Sprache (ISO): | en |
Zusammenfassung: | 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 |
Schlagwörter: | Block tridiagonal infinitesimal generator Canonical moment Matrix measure Quasi-Birth-and-Death process Spectral measure |
URI: | http://hdl.handle.net/2003/25876 http://dx.doi.org/10.17877/DE290R-3142 |
Erscheinungsdatum: | 2008-11-26T14:46:31Z |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 475 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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tr13-08-Dette.pdf | DNB | 244.6 kB | Adobe PDF | Öffnen/Anzeigen |
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