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dc.contributor.authorDette, Holger-
dc.contributor.authorReuther, Bettina-
dc.date.accessioned2008-11-26T14:46:31Z-
dc.date.available2008-11-26T14:46:31Z-
dc.date.issued2008-11-26T14:46:31Z-
dc.identifier.urihttp://hdl.handle.net/2003/25876-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-3142-
dc.description.abstractIn 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, 42C05en
dc.language.isoende
dc.subjectBlock tridiagonal infinitesimal generatoren
dc.subjectCanonical momenten
dc.subjectMatrix measureen
dc.subjectQuasi-Birth-and-Death processen
dc.subjectSpectral measureen
dc.subject.ddc004-
dc.titleSome comments on Quasi-Birth-and-Death processes and matrix measuresen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access-
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