Some comments on Quasi-Birth-and-Death processes and matrix measures

Langanzeige der Metadaten

DC Element	Wert	Sprache
dc.contributor.author	Dette, Holger	-
dc.contributor.author	Reuther, Bettina	-
dc.date.accessioned	2008-11-26T14:46:31Z	-
dc.date.available	2008-11-26T14:46:31Z	-
dc.date.issued	2008-11-26T14:46:31Z	-
dc.identifier.uri	http://hdl.handle.net/2003/25876	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-3142	-
dc.description.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	en
dc.language.iso	en	de
dc.subject	Block tridiagonal infinitesimal generator	en
dc.subject	Canonical moment	en
dc.subject	Matrix measure	en
dc.subject	Quasi-Birth-and-Death process	en
dc.subject	Spectral measure	en
dc.subject.ddc	004	-
dc.title	Some comments on Quasi-Birth-and-Death processes and matrix measures	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access	-
Enthalten in den Sammlungen:	Sonderforschungsbereich (SFB) 475

Dateien zu dieser Ressource:

Datei	Beschreibung	Größe	Format
tr13-08-Dette.pdf	DNB	244.6 kB	Adobe PDF	Öffnen/Anzeigen

Diese Ressource ist urheberrechtlich geschützt.

Lizenzbestimmungen ansehen

Zur Kurzanzeige

Diese Ressource ist urheberrechtlich geschützt. rightsstatements.org