Abstract
This paper shows that row-continuous Markov chains with one or two boundaries have transient probabilities with matrix-geometric structure. Also explored is the relationship between the Green's function method and the matrix-geometric method of Neuts. A full probabilistic interpretation of transient rate matrices is given.
| Original language | English |
|---|---|
| Pages (from-to) | 390-400 |
| Number of pages | 11 |
| Journal | Journal of the Operations Research Society of Japan |
| Volume | 40 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1997 Sept |
ASJC Scopus subject areas
- Decision Sciences(all)
- Management Science and Operations Research