| Ergodicity of Quasi-birth and Death Processes （Ⅰ） |
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| 作者姓名： | Zhen Ting HOU Xiao Hua LI |
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| 作者单位： | [1]School of Mathematics, Central South University, Changsha 410075, P. R. China [2]School of science, Beijing University of Posts and Telecommunications,Beijing 100876, P. R. China |
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| 基金项目： | This work is partially supported by NSFC （No. 10171009）, Research Fund for PhD Programs of M0E of China （No. 20010533001） and Research Fund for Educational Innovation for Doctorates of CSU （No. 030602） |
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| 摘 要： |
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| 关 键 词： | 拟生灭过程 马尔可夫链 遍历性 矩阵几何解 |
| 收稿时间： | 7 August 2005 |
| 修稿时间： | 2003-10-202004-12-21 |
Ergodicity of Quasi-birth and Death Processes (I) |
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| Zhen Ting HOU Xiao Hua LI.Ergodicity of Quasi-birth and Death Processes (I)[J].Acta Mathematica Sinica,2007,23(2):201-208. |
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| Authors: | Zhen Ting Hou Xiao Hua Li |
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| Institution: | (1) School of Mathematics, Central South University, Changsha 410075, P. R. China;(2) School of science, Beijing University of Posts and Telecommunications, Beijing 100876, P. R. China |
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| Abstract: | Quasi-birth and death processes with block tridiagonal matrices find many applications in various areas. Neuts gave the necessary and sufficient conditions for the ordinary ergodicity and found an expression of the stationary distribution for a class of quasi-birth and death processes. In this paper we obtain the explicit necessary and sufficient conditions for/-ergodicity and geometric ergodicity for the class of quasi-birth and death processes, and prove that they are not strongly ergodic. Keywords ergodicity, quasi-birth and death process. |
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| Keywords: | ergodicity quasi-birth and death process Markov chain matrix geometric solutions |
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