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Transient and periodic solution to the time-inhomogeneous quasi-birth death process
Authors:B H Margolius
Institution:(1) Department of Mathematics, Cleveland State University, 1515 Rhodes Tower, 2121 Euclid Ave., Cleveland, OH 44114-2214, USA
Abstract:We derive the transient distribution and periodic family of asymptotic distributions and the transient and periodic moments for the quasi-birth-and-death processes with time-varying periodic rates. The distributions and moments are given in terms of integral equations involving the related random-walk process. The method is a straight-forward application of generating functions.
Keywords:Quasi-birth-and-death process  Time-inhomogeneous Markov chain  Queueing model
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