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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