We consider the numerical computation of stationary distributions for level dependent quasi-birth-and-death processes. An algorithm based on matrix continued fractions is presented and compared to standard solution techniques. Its computational efficiency and numerical stability is demonstrated by numerical examples.
Steigfliissigkeit h a t sich ein Gemisch von i-Propanol, \ u u n d Eisessig (20:5:2) u n d als Papier Schleicher u n d Schflll Nr. 2043b bew~hrt. Die zu u n t e r s u c h e n d e L 6 s n n g wird mit Acetat-oder Citratpuffer an! PH 3 gebracht. Will m a n die dabei e n t s t e h e n d e Verdfinnung vermeiden, so k a n n auch mit ether trockenen Mischnng yon… (More)
We consider long run averages of additive functionals on infinite discrete-state Markov chains, either continuous or discrete in time. Special cases include long run average costs or rewards, stationary moments of the components of ergodic multi-dimensional Markov chains, queueing network performance measures, and many others. By exploiting… (More)
Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these… (More)
Infinite level-dependent quasi-birth-and-death (LDQBD) processes can be used to model Markovian systems with countably infinite multidimensional state spaces. Recently it has been shown that sums of Kronecker products can be used to represent the nonzero blocks of the transition rate matrix underlying an LDQBD process for models from stochastic chemical… (More)