We develop an algorithm for computing approximations to the stationary distribution of a discrete birth-and-death process, provided that the infinitesimal generator is a banded matrix. We begin by ...
Journal of Applied Probability, Vol. 27, No. 2 (Jun., 1990), pp. 291-302 (12 pages) This paper is concerned with the Markovian sequence Xn = Zn max{Xn-1, Yn}, n ≥ 1 where X0 is any random variable, ...