Transient and periodic solution to the time-inhomogeneous quasi-birth death process |
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Authors: | B H Margolius |
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Institution: | (1) Department of Mathematics, Cleveland State University, 1515 Rhodes Tower, 2121 Euclid Ave., Cleveland, OH 44114-2214, USA |
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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.
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Keywords: | Quasi-birth-and-death process Time-inhomogeneous Markov chain Queueing model |
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