Transient probabilities of homogeneous row-continuous bivariate Markov chains with one or two boundaries

Transient probabilities of homogeneous row-continuous bivariate Markov chains with one or two boundaries

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Article ID: iaor19981832
Country: Japan
Volume: 40
Issue: 3
Start Page Number: 390
End Page Number: 400
Publication Date: Sep 1997
Journal: Journal of the Operations Research Society of Japan
Authors: ,
Keywords: queues: theory
Abstract:

This paper shows that row-continuous Markov chains with one or two boundaries have transient probabilities with matrix-geometric structure. Also explored is the relationship between the Green's function method and the matrix-geometric method of Neuts. A full probabilistic interpretation of transient rate matrices is given.

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