Journal of Applied Probability, Vol. 38, No. 2 (Jun., 2001), pp. 519-541 (23 pages) We study the convergence of certain matrix sequences that arise in quasi-birth-and-death (QBD) Markov chains and we ...
This is a preview. Log in through your library . Abstract One possible and widely used definition of the duality of Markov processes employs functions H relating one process to the other in a certain ...
Random walks serve as fundamental models in the study of stochastic processes, simulating phenomena ranging from molecular diffusion to queuing networks and financial systems. Their inherent ...