Explicit solutions for a general class of Markov processes |
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| Authors: | Johan S.H. van Leeuwaarden Mark S. Squillante Erik M.M. Winands |
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| Affiliation: | 1. Technische Universiteit Eindhoven and EURANDOM, P.O. Box 513 – 5600 MB Eindhoven, The Netherlands;2. IBM Thomas J. Watson Research Center, P.O. Box 218, Yorktown Heights, NY 10598, USA;3. Technische Universiteit Eindhoven, P.O. Box 513 – 5600 MB Eindhoven, The Netherlands |
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| Abstract: | ![]()
We derive explicit solutions for the matrix-geometric stationary distribution (and related measures) of a general class of infinite multidimensional Markov processes based on the probabilistic interpretations of the fundamental solution matrices and Bernoulli excursions, leading to explicit expressions for these matrix elements in terms of hypergeometric functions. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) |
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