Ergodicity of Quasi-birth and Death Processes (I)

被引：0
|
作者：
Zhen Ting Hou
Xiao Hua Li
机构：
[1] Central South University,School of Mathematics
[2] Beijing University of Posts and Telecommunications,School of science
来源：
Acta Mathematica Sinica, English Series | 2007年 / 23卷
关键词：
ergodicity; quasi-birth and death process; Markov chain; matrix geometric solutions; 93E15;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Quasi-birth and death processes with block tridiagonal matrices find many applications in various areas. Neuts gave the necessary and sufficient conditions for the ordinary ergodicity and found an expression of the stationary distribution for a class of quasi-birth and death processes. In this paper we obtain the explicit necessary and sufficient conditions for l-ergodicity and geometric ergodicity for the class of quasi-birth and death processes, and prove that they are not strongly ergodic.
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页码：201 / 208
页数：7
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