A class of Markov processes on a semi-infinite strip

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In this paper we determine the equilibrium distribution for a general class of Markov processes on a semi-infinite strip. We expose a method to express the equilibrium probabilities of the Markov process as a finite sum of terms, which are geometric in the unbounded variable. The geometric factors are the roots inside the unit circle of a determinantal equation. By using a generating-function technique we are able to determine these roots very efficiently. Because of this, the expression for the equilibrium probabilities becomes numerically very attractive.
Originele taal-2Engels
Plaats van productieEindhoven
UitgeverijTechnische Universiteit Eindhoven
Aantal pagina's18
StatusGepubliceerd - 1999

Publicatie series

NaamMemorandum COSOR
Volume9903
ISSN van geprinte versie0926-4493

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Adan, I. J. B. F., & Resing, J. A. C. (1999). A class of Markov processes on a semi-infinite strip. (Memorandum COSOR; Vol. 9903). Eindhoven: Technische Universiteit Eindhoven.