Multi-dimensional quasitoeplitz Markov chains

Alexander N. Dudin and Valentina I. Klimenok

International Journal of Stochastic Analysis, 1999, vol. 12, 1-23

Abstract:

This paper deals with multi-dimensional quasitoeplitz Markov chains. We establish a sufficient equilibrium condition and derive a functional matrix equation for the corresponding vector-generating function, whose solution is given algorithmically. The results are demonstrated in the form of examples and applications in queues with BMAP-input, which operate in synchronous random environment.

Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:934683

DOI: 10.1155/S1048953399000337

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