Sufficient conditions for regularity, positive recurrence, and absorption in level‐dependent QBD processes and related block‐structured Markov chains

Abstract

This paper is concerned with level-dependent quasi-birth-death (LD-QBD) processes, i.e., multi-variate Markov chains with a block-tridiagonal -matrix, and a more general class of block-structured Markov chains, which can be seen as LD-QBD processes with total catastrophes. Arguments from univariate birth-death processes are combined with existing matrix-analytic formulations to obtain sufficient conditions for these block-structured processes to be regular, positive recurrent, and absorbed with certainty in a finite mean time. Specifically, it is our purpose to show that, as is the case for competition processes, these sufficient conditions are inherently linked to a suitably defined birth-death process. Our results are exemplified with two Markov chain models: a study of target cells and viral dynamics and one of kinetic proof-reading in T cell receptor signal transduction.