Markov additive processes and Perron-Frobenius eigenvalue inequalities

DOI10.1214/aop/1019160333zbMath1025.15027OpenAlexW2157686647MaRDI QIDQ1872152

Colm Art O'Cinneide

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1019160333

zbMATH Keywords

Jensen's inequalityfinite-state Markov chainsMarkov additive processesPerron-Frobenius eigenvalue inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Inequalities involving eigenvalues and eigenvectors (15A42) Positive matrices and their generalizations; cones of matrices (15B48) Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (4)

Local alignment of Markov chains ⋮ Resolvent positive linear operators exhibit the reduction phenomenon ⋮ Stochastic population dynamics in a Markovian environment implies Taylor's power law of fluctuation scaling ⋮ Probabilistic approach to Perron root, the group inverse, and applications

Cites Work

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• On the spectral radius of the product of matrix exponentials
• Non-negative matrices and Markov chains. 2nd ed
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• Some inequalities for the spectral radius of non-negative matrices and applications
• Random evolutions and the spectral radius of a non-negative matrix
• A CONVEXITY PROPERTY OF POSITIVE MATRICES
• Markov additive processes. I
• Inequalities: theory of majorization and its applications

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