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

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.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.identifier.uri	http://hdl.handle.net/2003/25876
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-3142
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
eldorado.dnb.deposit	true

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