Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes

Quasi-Birth-and-Death (QBD) processes have been analysed in detail by many authors. This paper considers the calculation of equilibrium distributions in level dependent QBD processes which are an extension of the classical QBD process. In addition to the general case, we consider a number of special cases of level dependent QBD processes, presenting algorithms for computing the equilibrium distribution