Accession Number : ADA295810

Title :   An Algorithm for Computing the Stationary Distribution of a Discrete-Time Birth-and-Death Process with Banded Infinitesimal Generator.

Descriptive Note : Technical rept. Nov 94-Jan 95,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CA DEPT OF MATHEMATICS

Personal Author(s) : Borges, Carlos F. ; Peters, Craig S.

PDF Url : ADA295810

Report Date : 08 APR 1995

Pagination or Media Count : 18

Abstract : We develop an algorithm for computing approximations to the stationary distribution of a discrete- time birth-and-death process provided that the infinitesimal generator is a banded matrix. We begin by computing stationary distributions for processes whose infinitesimal generators are Hessenburg. Our derivation in this special case is different than the classical one but leads to the same result. We then show how to extend these ideas to get approximations when the infinitesimal generator is banded (or half-banded). (KAR) P. 3

Descriptors :   *ALGORITHMS, *STATISTICAL DISTRIBUTIONS, *DEATH, *BIRTH, *POPULATION(MATHEMATICS), STATIONARY, GENERATORS.

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE