| QBD与有限QBD稳态分布比较 |
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| 引用本文： | 陈愈,薛军工. QBD与有限QBD稳态分布比较[J]. 复旦学报(自然科学版), 2009, 48(6) |
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| 作者姓名： | 陈愈 薛军工 |
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| 作者单位： | 复旦大学数学科学学院,上海,200433;复旦大学数学科学学院,上海,200433 |
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| 摘 要： | 讨论了用QBD的稳态分布去逼近相应的有限QBD稳态分布的误差界,并给出了逼近精度所依赖的条件数.
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| 关 键 词： | 马尔科夫链 QBD 有限QBD |
Stationary Distributions of QBD and Finite QBD |
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| CHEN Yu,XUE Jun-gong. Stationary Distributions of QBD and Finite QBD[J]. Journal of Fudan University(Natural Science), 2009, 48(6) |
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| Authors: | CHEN Yu XUE Jun-gong |
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| Affiliation: | CHEN Yu,XUE Jun-gong(School of Mathematical Sciences,Fudan University,Shanghai 200433,China) |
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| Abstract: | In many applications,the stationary distribution of a QBD is usually used to approximate that of the associated finite QBD.The error between these two stationary distributions is bounded and some quantities on which the accuracy of such approximation depends are provided. |
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| Keywords: | Markov chains QBD finite QBD |
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