有限拟生灭过程的显式矩阵解析解

Explicit Matrix Analytic Solution of finite QBD Process

本文首先给出了一个有限拟生灭（QBD）过程的显式矩阵解析解，且该解可用过程参数直接表示．其次讨论了该解法的渐近复杂性．另外，该解法易推广到广义拟生灭过程情形．

In this paper, we provide an explicit matrix analytic solution for finite quasi birth and death(QBD) processes) directly expressed in terms of process parameters. We consider solution methodsand complexity analysis. Moreover, it can be easily extended to the case of generalized QBDprocesses.