On the spectral radius and stiffness of Markov jump process rate matrices

DOI10.1080/15326349.2020.1815546zbMath1469.60262OpenAlexW3091723136MaRDI QIDQ4994065

Alex Infanger, Peter W. Glynn

Publication date: 14 June 2021

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2020.1815546

zbMATH Keywords

spectral radiusboundsstiffness ratioMarkov jump processKolmogorov differential equationsrate matrices

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Jump processes on discrete state spaces (60J74)

Uses Software

• RODAS

Cites Work

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• Geometric bounds for eigenvalues of Markov chains
• Numerical transient analysis of Markov models
• Bounds for eigenvalues using traces
• Bounds for eigenvalues of certain stochastic matrices
• Limits for the characteristic roots of a matrix. IV. Applications to stochastic matrices
• Mathematical Aspects of Mixing Times in Markov Chains
• Largest disk of stability of explicit Runge-Kutta methods
• Markov Chains
• Spectral theory for the differential equations of simple birth and death processes

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