State Space Truncation

Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics
Systems of stochastic chemical kinetics are modeled as infinite level-dependent quasi-birth-and-death (LDQBD) processes. For these …
@article{dayarInfiniteLevelDependentQBDProcesses2011,
 author = {Tuğrul Dayar and Werner Sandmann and David Spieler and Verena Wolf},
 doi = {10.1239/aap/1324045696},
 journal = {Advances in Applied Probability},
 month = {12},
 number = {4},
 pages = {1005-1026},
 publisher = {Cambridge University Press},
 title = {Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics},
 volume = {43},
 year = {2011}
}
DOI