| dc.contributor | 應數系 | |
| dc.creator (作者) | 陸行 | |
| dc.date (日期) | 2021-10 | |
| dc.date.accessioned | 31-Mar-2025 11:55:24 (UTC+8) | - |
| dc.date.available | 31-Mar-2025 11:55:24 (UTC+8) | - |
| dc.date.issued (上傳時間) | 31-Mar-2025 11:55:24 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/156431 | - |
| dc.description.abstract (摘要) | 本計畫旨在調查和描述時間異質性的類生死過程，推廣同質（或與時間無關）類生死過程的延伸性質。時間異質性的類生死過程是一個雙變量馬爾可夫過程，其轉移機率矩陣（或瞬時的狀態生成矩陣）表現出三對角結構。 與時間無關的類生死過程矩陣不同，它的狀態轉變明確地與時間相關。本研究將調查連續時間版本與時間相關的類生死過程，討論了積極復發的必要和充分條件，並描述穩態機率分佈性質，進而開發演算法。 | |
| dc.description.abstract (摘要) | This project is to investigate and describes the level-dependent quasi-birth-and deathprocess, a generalization of the homogeneous (or level-independent)quasi-birth-and-death process. Like its level-independent counterpart, the level dependentquasi-birth-and-death process is a bivariate Markov process whose transition probability matrix (or infinitesimal generator matrix) exhibits a blocktri-diagonal structure. However, unlike the level-independent quasi-birth-and death,its transitions are explicitly dependent on the level. This study shall investigate continuous-time versions of the level-dependent quasi-birth-and-death process, discusses necessary and sufficient conditions for positive recurrence, and describes the limiting distribution，developing an effectively computational algorithm. | |
| dc.format.extent | 116 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | 科技部, MOST109-2115-M004-006, 109.08-110.07 | |
| dc.subject (關鍵詞) | 隨機漫步; 非均質類生死過程; 幾何矩陣解演算法 | |
| dc.subject (關鍵詞) | Random walks; inhomogeneous-time QBD process; geometric matrix solutions algorithm | |
| dc.title (題名) | 矩陣幾何解於類生死過程和某些隨機漫步之演算法 | |
| dc.title (題名) | Matrix Geometric Solutions Algorithm for Certain Random Walks Arising in Quasi-Birth-And-Death Markov Chains | |
| dc.type (資料類型) | report | |
