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Transient And Periodic Solution To The Time-Inhomogeneous Quasi-Birth Death Process, Barbara Haas Margolius
Transient And Periodic Solution To The Time-Inhomogeneous Quasi-Birth Death Process, Barbara Haas Margolius
Mathematics and Statistics Faculty Publications
We derive the transient distribution and periodic family of asymptotic distributions and the transient and periodic moments for the quasi-birth-and-death processes with time-varying periodic rates. The distributions and moments are given in terms of integral equations involving the related random-walk process. The method is a straight-forward application of generating functions.