Matrix analysis for continuous-time Markov chains

DOI10.1515/spma-2021-0157zbMath1483.60108OpenAlexW4210702782MaRDI QIDQ2076169

Hung Viet Le, Michael J. Tsatsomeros

Publication date: 18 February 2022

Published in: Special Matrices (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/spma-2021-0157

zbMATH Keywords

group inverseM-matrixstochastic matrixmatrix exponentialcontinuous-time Markov chainprimitive matrixirreducible matrixexponential nonnegativity

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic matrices (15B51)

Related Items (3)

Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits ⋮ Pseudoinverses of Signed Laplacian Matrices ⋮ Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains

Cites Work

• On the mixing property and the ergodic principle for nonhomogeneous Markov chains
• The influence of the marked reduced graph of a nonnegative matrix on the Jordan form and on related properties: a survey
• Generalized inverses. Theory and applications.
• Matrix Analysis
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