Applying the Markov renewal theorem, it is shown that certain reasonable conditions of the QBD process lead to the geometric decay of the tail probabilities as the level goes to infinity.
通过对QBD过程某些条件的限定,应用马尔可夫更新定理,得出在一定合理的条件下,当水平趋于无穷时的尾概率的几何衰变。
We consider asymptotic behaviors of stationary tail probabilities in the discrete time quasi-birth-and-death (QBD) process with a countable background state space.
考虑在可数背景状态下,时间离散的拟生灭过程(QBD过程)平稳分布的尾概率的渐近态。
By using the matrix analytic method, this model is formulated as a level-dependent Quasi-Birth-and-Death (QBD) process which makes the model much more algorithmically tractable.
通过矩阵分析方法,把模型转化为一个与水平相依的拟生灭过程,从而更有利于算法实现。
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