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

	beta-invariant measures for transition matrices of GI/M/1 type
	Li, QL ; Zhao, YQ
刊名	STOCHASTIC MODELS
	2003
卷号	19 期号:2 页码:201-233
关键词	beta-invariant measures quasi-stationary distributions Markov chains of GI/M/1 type radius of convergence the RG-factorizations spectral analysis
英文摘要	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.
WOS标题词	Science & Technology ; Physical Sciences
类目[WOS]	Statistics & Probability
研究领域[WOS]	Mathematics
收录类别	SCI
语种	英语
WOS记录号	WOS:000183261400002
公开日期	2015-12-24
内容类型	期刊论文
源URL	[http://ir.ia.ac.cn/handle/173211/9876]
专题	自动化研究所_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.