A Sufficient Condition for Continuous-Time Finite Skip-Free Markov Chains to Have Real Eigenvalues

DOI10.1007/978-3-319-30379-6_48zbMath1357.60080OpenAlexW2492701388MaRDI QIDQ2958813

Pierre Patie, Michael C. H. Choi

Publication date: 3 February 2017

Published in: Mathematical and Computational Approaches in Advancing Modern Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-30379-6_48

zbMATH Keywords

infinitesimal generatorcontinuous-time Markov chainreal eigenvalues

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

Related Items (2)

Antiduality and Möbius monotonicity: generalized coupon collector problem ⋮ Purely excessive functions and hitting times of continuous-time branching processes

Cites Work

• The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes

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