1 citations · 3 across the 6 of their papers we have counts for
6 papers
Sensitivity analysis of Quasi-Birth-and-Death processes
Anna Aksamit, Małgorzata M. O'Reilly, Zbigniew Palmowski
We perform the sensitivity analysis of a level-dependent QBD with a particular focus on applications in modelling healthcare systems.
Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process (LD-QBD)
Małgorzata M. O'Reilly, Zbigniew Palmowski, Anna Aksamit
We consider a neighbourhood random walk on a quadrant, , with state space \begin{eqnarray*} \mathcal{S}&=&\{(n,m,i):n,m=0,1,2,\ldots;i=1,2,\ldots,…
The Shape of Phylogenies Under Phase-Type Distributed Times to Speciation and Extinction
Albert Ch. Soewongsono, Barbara R. Holland, Małgorzata M. O'Reilly
Phylogenetic trees are widely used to understand the evolutionary history of organisms. Tree shapes provide information about macroevolutionary processes. However, macroevolutionar…
Matrix-Analytic Methods for the analysis of Stochastic Fluid-Fluid Models
Nigel G. Bean, Małgorzata M. O'Reilly, Zbigniew Palmowski
Stochastic fluid-fluid models (SFFMs) offer powerful modeling ability for a wide range of real-life systems of significance. The existing theoretical framework for this class of mo…
Yaglom limit for Stochastic Fluid Models
Nigel G. Bean, Małgorzata M. O'Reilly, Zbigniew Palmowski
In this paper we provide the analysis of the limiting conditional distribution (Yaglom limit) for stochastic fluid models (SFMs), a key class of models in the theory of matrix-anal…
A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes
Nigel Bean, Giang T. Nguyen, Malgorzata M. O'Reilly +1
Introduced by Bean and O'Reilly (2014), a stochastic fluid-fluid process is a Markov processes , where the first fluid is driven by the Markov c…