Explicit solutions for a general class of Markov processes
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 expressi...
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| Veröffentlicht in: | Proceedings in applied mathematics and mechanics 2007-12, Vol.7 (1), p.1080707-1080708 |
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| container_end_page | 1080708 |
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| container_issue | 1 |
| container_start_page | 1080707 |
| container_title | Proceedings in applied mathematics and mechanics |
| container_volume | 7 |
| creator | van Leeuwaarden, Johan S.H. Squillante, Mark S. Winands, Erik M.M. |
| description | 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) |
| doi_str_mv | 10.1002/pamm.200700857 |
| format | Article |
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| ispartof | Proceedings in applied mathematics and mechanics, 2007-12, Vol.7 (1), p.1080707-1080708 |
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| language | eng |
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| source | Wiley Online Library Journals Frontfile Complete; Elektronische Zeitschriftenbibliothek - Frei zugängliche E-Journals |
| title | Explicit solutions for a general class of Markov processes |
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