M. O’Reilly

activity

20192023

most citedRandom walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process (LD-QBD)

1 citations · 2 across the 4 of their papers we have counts for

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Showing 2023 · math.PRShow all

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math.PR2023★ 1 cited

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.

math.PR2023★ 1 cited

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, ${(X_{1} (t), X_{2} (t), φ (t)) : t \geq 0}$ , with state space \begin{eqnarray*} \mathcal{S}&=&\{(n,m,i):n,m=0,1,2,\ldots;i=1,2,\ldots,…