Spectral Theory for Skip-Free Markov Chains

DOI10.1017/S026996480000098XzbMath1134.60372MaRDI QIDQ3415914

Ward Whitt, Joseph Abate

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items (5)

The shape of the hazard rate for finite continuous-time birth-death processes ⋮ Skip-free Markov chains ⋮ Algorithmic Computation of the Time-Dependent Solution of Structured Markov Chains and Its Application to Queues ⋮ Sharp moderate maximal inequalities for upward skip-free Markov chains ⋮ Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes

Cites Work

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• Simple spectral representations for the M/M/1 queue
• Markov chain models - rarity and exponentiality
• The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
• A CHARACTERIZATION OF BIRTH AND DEATH PROCESSES
• Unitary Dilations of One-Parameter Semigroups of Markov Transition Operators, and the Corresponding Integral Representations for Markov Processes with a Countable Infinity of States
• Spectral theory for the differential equations of simple birth and death processes

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