Differentiability of the matrices R and G in the matrix-analytic method

Differentiability of the matrices R and G in the matrix-analytic method

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Article ID: iaor19952313
Country: United States
Volume: 11
Issue: 1
Start Page Number: 123
End Page Number: 132
Publication Date: Feb 1995
Journal: Stochastic Models
Authors:
Abstract:

The differentiability, with respect to a parameter of the model, of the matrices R and G that arise in the matrix-analytic method is studied. Some conditions for the differentiability of R and G are given.

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