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The Matrices R And G Of Matrix Analytic Methods And The Time-Inhomogeneous Periodic Quasi-Birth-And-Death Process, Barbara H. Margolius

Mathematics and Statistics Faculty Publications

We solve for the asymptotic periodic distribution of the continuous time quasi-birth-and-death process with time-varying periodic rates in terms of R^ and G^ matrix functions which are analogues of the R and G matrices of matrix analytic methods. We evaluate these QBDs numerically by solving for R^ numerically.