beta-invariant measures for transition matrices of GI/M/1 type

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	beta-invariant measures for transition matrices of GI/M/1 type
	Li, QL ; Zhao, YQ
发表期刊	STOCHASTIC MODELS
	2003
卷号	19 期号:2 页码:201-233
文章类型	Article
摘要	In this paper, we study transition matrices of GI/M/1 type by using the approach proposed in Li and Zhao.([13]) We obtain conditions on the a-classification of states for the transition matrix of GI/M/1 type. Unlike for matrices of M/G/1 type where association of the matrix multiplication can be easily justified, for matrices of GI/M/ type, we first construct formal expressions for the beta-invariant measure based on a representation of factorization of the transition matrix, and then show that it is a beta-invariant measure directly. We also prove some spectral properties for the matrix of GI/M/1 type, which are not only used in constructing a formal expression for the beta-invariant measure, but also of their own interest. We point out that the spectral analysis required for studying matrices of GI/M/1 type is much more sophisticated than that for matrices of M/G/1 type. Finally, we discuss connections of expressions for the,B-invariant measure provided in this paper and in the literature.
关键词	Beta-invariant Measures Quasi-stationary Distributions Markov Chains Of Gi/m/1 Type Radius Of Convergence The Rg-factorizations Spectral Analysis
WOS标题词	Science & Technology ; Physical Sciences
收录类别	SCI
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000183261400002
引用统计	被引频次：23[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.ia.ac.cn/handle/173211/9876
专题	09年以前成果
作者单位	1.Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada 2.Chinese Acad Sci, Inst Automat, Natl Lab Pattern Recognit, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Li, QL,Zhao, YQ. beta-invariant measures for transition matrices of GI/M/1 type[J]. STOCHASTIC MODELS,2003,19(2):201-233.
APA	Li, QL,&Zhao, YQ.(2003).beta-invariant measures for transition matrices of GI/M/1 type.STOCHASTIC MODELS,19(2),201-233.
MLA	Li, QL,et al."beta-invariant measures for transition matrices of GI/M/1 type".STOCHASTIC MODELS 19.2(2003):201-233.