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We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and we exploit the special transition structure of QBDs to obtain its solutions in two different forms. One is based on a decomposition through first passage times to…

Probability · Mathematics 2013-08-13 Sarah Dendievel , Guy Latouche , Yuanyuan Liu

We consider the Poisson equation $(I-P)\boldsymbol{u}=\boldsymbol{g}$, where $P$ is the transition matrix of a Quasi-Birth-and-Death (QBD) process with infinitely many levels, $\bm g$ is a given infinite dimensional vector and $\bm u$ is…

Numerical Analysis · Mathematics 2021-01-25 Dario A. Bini , Sarah Dendievel , Guy Latouche , Beatrice Meini

The aim of this paper is to study some models of quasi-birth-and-death (QBD) processes arising from the theory of bivariate orthogonal polynomials. First we will see how to perform the spectral analysis in the general setting as well as to…

Probability · Mathematics 2020-02-13 Lidia Fernández , Manuel D. de la Iglesia

We study a multi-type Ehrenfest process modeled as a finite quasi-birth-death (QBD) process. We assume that the transitions are allowed only to the two adjacent levels of the same phase and are characterized by linear rates. The crucial…

Probability · Mathematics 2025-12-23 Giulia Di Nunno , Barbara Martinucci , Serena Spina

In this paper I shall give the complete solution of the equations governing the bilateral birth and death process on path set $\mathbb{R}_q=\{q^n,\quad n\in\mathbb{Z}\}$ in which the birth and death rates $\lambda_n=q^{2\nu-2n}$ and…

Probability · Mathematics 2021-06-29 Lazhar Dhaouadi

We compare the theoretical frameworks and the phenomenological applications of the factorization approaches to exclusive $B$ meson decays, which include QCD-improved factorization, perturbative QCD, and soft-collinear effective theory.…

High Energy Physics - Phenomenology · Physics 2008-11-26 Hsiang-nan Li

When lattice QCD is formulated in sectors of fixed quark numbers, the canonical fermion determinants can be expressed explicitly in terms of transfer matrices. This in turn provides a complete factorization of the fermion determinants in…

High Energy Physics - Lattice · Physics 2023-02-16 Urs Wenger

A coinless quantisation procedure of continuous and discrete time Birth and Death (BD) processes is presented. The quantum Hamiltonian H is derived by similarity transforming the matrix L describing the BD equation in terms of the square…

Quantum Physics · Physics 2025-02-05 Ryu Sasaki

Many examples of exactly solvable birth and death processes, a typical stationary Markov chain, are presented together with the explicit expressions of the transition probabilities. They are derived by similarity transforming exactly…

Mathematical Physics · Physics 2015-05-13 Ryu Sasaki

We propose a QCD-based model for calculation of the non-perturbative corrections to the factorization approximation in the decays of heavy mesons. In the framework of the model, factorization in pseudoscalar transitions holds exactly at the…

High Energy Physics - Phenomenology · Physics 2009-10-30 John F. Donoghue , Alexey A. Petrov

Quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=X$ are encountered in the analysis of Quasi--Birth-Death stochastic processes where the solution of interest is the minimal nonnegative solution $G$. In many queueing models,…

Numerical Analysis · Mathematics 2021-01-25 Dario A. Bini , Beatrice Meini , Jie Meng

A panoramic view is given of the applications of QFT to diverse areas of physics, beginning with the concepts of QED Vacuum as well as of electron self-energy and renormalization. The related concepts of the degenerate vacuum, spontaneous…

Quantum Physics · Physics 2011-08-02 A. N. Mitra

The aim of this paper is to give an explicit formula of the invariant distribution of a quasi-birth-and-death process in terms of the block entries of the transition probability matrix using a matrix-valued orthogonal polynomials approach.…

Probability · Mathematics 2015-05-19 Manuel D. de la Iglesia

A method yielding simple relationships among bilateral birth-and-death processes is outlined. This allows one to relate birth and death rates of two processes in such a way that their transition probabilities, first-passage-time densities…

Probability · Mathematics 2008-03-11 Antonio Di Crescenzo

In this paper we study the quenched distributions of hitting times for a class of random dynamical systems. We prove that hitting times to dynamically defined cylinders converge to a Poisson point process under the law of random equivariant…

Dynamical Systems · Mathematics 2020-11-30 Harry Crimmins , Benoît Saussol

We present some new results regarding simulations of finite density QCD based on a canonical approach. A previous study has shown that such simulations are feasible, at least on small lattices. In the current study, we investigate some of…

High Energy Physics - Lattice · Physics 2008-11-26 Anyi Li , Andrei Alexandru , Keh-Fei Liu

In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…

Probability · Mathematics 2020-04-30 Jorge Littin

I review the meaning of ``QCD factorization'' in hadronic two-body B decays and then discuss recent results of theoretical (rather than phenomenological) nature: the proof of factorization at two loops; the identification of ``chirally…

High Energy Physics - Phenomenology · Physics 2008-11-26 M. Beneke

Using GPGPU techniques and multi-precision calculation we developed the code to study QCD phase transition line in the canonical approach. The canonical approach is a powerful tool to investigate sign problem in Lattice QCD. The central…

High Energy Physics - Lattice · Physics 2018-04-18 V. G. Bornyakov , D. Boyda , V. Goy , A. Molochkov , A. Nakamura , A. Nikolaev , V. I. Zakharov

In order to determine the stationary distribution for discrete time quasi-birth-death Markov chains, it is necessary to find the minimal nonnegative solution of a quadratic matrix equation. We apply the Newton-Shamanskii method for solving…

Numerical Analysis · Mathematics 2014-06-05 Peichang Guo
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