An Algorithm for Computing the Stationary Distribution of a Discrete-Time Birth-and-Death Process with Banded Infinitesimal Generator.
Abstract
We develop an algorithm for computing approximations to the stationary distribution of a discrete- time birth-and-death process provided that the infinitesimal generator is a banded matrix. We begin by computing stationary distributions for processes whose infinitesimal generators are Hessenburg. Our derivation in this special case is different than the classical one but leads to the same result. We then show how to extend these ideas to get approximations when the infinitesimal generator is banded (or half-banded). (KAR) P. 3
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 08, 1995
- Accession Number
- ADA295810
Entities
People
- Carlos F. Borges
- Craig S. Peters
Organizations
- Naval Postgraduate School