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- W2052548900 abstract "Recently, very efficient algorithms have been found, to compute the stationary distribution of finite and infinite quasi-birth-and-death processes. Here, we consider the problem of determining various first passage times from some level to another level. We briefly review the previously published results on this subject. Then, using the spatial homogeneity of the process, we establish a simple property which may serve as a general method for solution. We demonstrate its use on various examples. Our most striking result is an algorithm which computes the expected first passage time from the level O to some level K in O(log2 K) elementary steps" @default.
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- W2052548900 date "1995-01-01" @default.
- W2052548900 modified "2023-09-26" @default.
- W2052548900 title "Expected passage times in homogeneous quasi-birth-and-death Processes" @default.
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- W2052548900 doi "https://doi.org/10.1080/15326349508807333" @default.
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