On the ergodicity of a class of level-dependent quasi-birth-and-death processes

ADVANCES IN APPLIED PROBABILITY(2019)

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摘要
We examine necessary and sufficient conditions for recurrence and positive recurrence of a class of irreducible, level-dependent quasi-birth-and-death (LDQBD) processes with a block tridiagonal structure that exhibits asymptotic convergence in the rows as the level tends to infinity. These conditions are obtained by exploiting a multidimensional Lyapunov drift approach, along with the theory of generalized Markov group inverses. Additionally, we highlight analogies to well-known average drift results for level-independent quasi-birth-and-death (QBD) processes.
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关键词
LDQBD process,positive recurrence,Lyapunov potential
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