Quasistationary Distributions for Level-dependent Quasi-birth-and-death Processes

@inproceedings{Bean1998QuasistationaryDF,
  title={Quasistationary Distributions for Level-dependent Quasi-birth-and-death Processes},
  author={Glenn Bean and Philip K. Pollett and Peter G. Taylor},
  year={1998}
}
We consider the problem of identifying the-invariant measures and hence the quasistationary distributions of an absorbing level-dependent quasi-birth-and-death process (QBD); that is, an absorbing Markov chain with a block-tridiagonal transition matrix P. We examine successive lower truncations of P, obtained by removing rows and columns corresponding to… CONTINUE READING