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.
|Number of pages||11|
|Journal||Journal of the Operations Research Society of Japan|
|Publication status||Published - 1997 Sep|
ASJC Scopus subject areas
- Decision Sciences(all)
- Management Science and Operations Research