Perturbation analysis of continuous‐time absorbing Markov chains
From MaRDI portal
Publication:4897508
DOI10.1002/nla.791zbMath1265.60147OpenAlexW1831580741WikidataQ58055199 ScholiaQ58055199MaRDI QIDQ4897508
Publication date: 19 December 2012
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.791
demographyperturbation analysismatrix calculusdisease progression modelscontinuous-time absorbing Markov chains
Related Items (4)
Limiting characteristics of queueing systems with vanishing perturbations ⋮ Sensitivity analysis of discrete Markov chains via matrix calculus ⋮ A note on the vec operator applied to unbalanced block-structured matrices ⋮ Occupancy time in sets of states for demographic models
Cites Work
- Unnamed Item
- Unnamed Item
- Sensitivity of the stationary distribution vector for an ergodic Markov chain
- Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
- Sensitivity of finite Markov chains under perturbation
- Stationary distributions and mean first passage times of perturbed Markov chains
- Estimates of performance sensitivity of a stochastic system
- A single sample path-based performance sensitivity formula for Markov chains
- Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains
- A Markov Model for Analysing Cancer Markers and Disease States in Survival Studies
- Finite Continuous Time Markov Chains
- Derivative Estimates from Simulation of Continuous-Time Markov Chains
- The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
- A Markov Chain for calculating the durability of marriage
- The spectral gap and perturbation bounds for reversible continuous-time Markov chains
- Perturbation analysis for denumerable Markov chains with application to queueing models
- On direct product matrices
- Markov Chain Models in Life Insurance
- Perturbation theory and finite Markov chains
- Comparison of perturbation bounds for the stationary distribution of a Markov chain
This page was built for publication: Perturbation analysis of continuous‐time absorbing Markov chains
