### Abstract

We consider a Markov Chain in which the state space is partitioned into sets where both transitions within sets and between sets have a special structure. Transitions within each set constitute a finite Quasi-Birth-and-Death-process, and transitions between sets are restricted to four types of transitions. We present a successive censoring algorithm, based on Matrix Analytic Methods, to obtain the stationary distribution of this system of connected QBD-processes.

Original language | Undefined |
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Place of Publication | Enschede |

Publisher | University of Twente, Department of Applied Mathematics |

Number of pages | 26 |

Publication status | Published - Dec 2013 |

### Publication series

Name | Memorandum |
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Publisher | University of Twente, Department of Applied Mathematics |

No. | 2030 |

ISSN (Print) | 1874-4850 |

ISSN (Electronic) | 1874-4850 |

### Keywords

- METIS-300258
- Matrix Analytic Methods
- EWI-24191
- Steady state analysis
- Successive censoring algorithm
- Connected QBD-processes
- Exact aggregation/disaggregation
- IR-88494

## Cite this

Baër, N., Al Hanbali, A., Boucherie, R. J., & van Ommeren, J. C. W. (2013).

*A successive censoring algorithm for a system of connected QBD-processes*. (Memorandum; No. 2030). Enschede: University of Twente, Department of Applied Mathematics.