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- Title
Transient and periodic solution to the time-inhomogeneous quasi-birth death process.
- Authors
B. Margolius
- Abstract
  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.
- Subjects
BIRTH &; death processes (Stochastic processes); RANDOM walks; INTEGRAL equations; FUNCTIONAL analysis; GENERATING functions; BRANCHING processes; ASYMPTOTIC distribution; COMBINATORICS; MARKOV processes; INVESTMENT analysis; STOCHASTIC processes; MATHEMATICAL analysis
- Publication
Queueing Systems, 2007, Vol 56, Issue 3/4, p183
- ISSN
0257-0130
- Publication type
Article
- DOI
10.1007/s11134-007-9027-8