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On First-Passage Times and Sojourn Times in Finite QBD Processes and Their Applications in Epidemics
2020
Mathematics
In this paper, we revisit level-dependent quasi-birth-death processes with finitely many possible values of the level and phase variables by complementing the work of Gaver, Jacobs, and Latouche (Adv. Appl. Probab. 1984), where the emphasis is upon obtaining numerical methods for evaluating stationary probabilities and moments of first-passage times to higher and lower levels. We provide a matrix-analytic scheme for numerically computing hitting probabilities, the number of upcrossings, sojourn
doi:10.3390/math8101718
fatcat:eycaavdaxrg2tgcyj73nrwuda4