scholarly journals Quasi-birth-and-death processes and multivariate orthogonal polynomials

2021 ◽  
Vol 499 (1) ◽  
pp. 125029
Author(s):  
Lidia Fernández ◽  
Manuel D. de la Iglesia
Keyword(s):  
Orthogonal Polynomials ◽  
Birth And Death Processes ◽  
Multivariate Orthogonal Polynomials

Birth and Death Processes and Orthogonal Polynomials

1990 ◽  
pp. 229-255 ◽  
Author(s):  
Mourad E. H. Ismail ◽  
Jean Letessier ◽  
David R. Masson ◽  
Galliano Valent
Keyword(s):  
Orthogonal Polynomials ◽  
Birth And Death Processes

scholarly journals Decay rates for some quasi-birth-and-death processes with phase-dependent transition rates

2011 ◽  
Vol 48 (A) ◽  
pp. 327-339 ◽  
Author(s):  
Allan J. Motyer ◽  
Peter G. Taylor
Keyword(s):  
Orthogonal Polynomials ◽  
Transition Function ◽  
Decay Rates ◽  
Transition Rates ◽  
Transition Structure ◽  
Birth And Death Processes ◽  
Qbd Processes ◽  
Qbd Process ◽  
Phase Direction

Recently, there has been considerable interest in the calculation of decay rates for models that can be viewed as quasi-birth-and-death (QBD) processes with infinitely many phases. In this paper we make a contribution to this endeavour by considering some classes of models in which the transition function is not homogeneous in the phase direction. We characterize the range of decay rates that are compatible with the dynamics of the process away from the boundary. In many cases, these rates can be attained by changing the transition structure of the QBD process at level 0. Our approach, which relies on the use of orthogonal polynomials, is an extension of that in Motyer and Taylor (2006) for the case where the generator has homogeneous blocks.

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