The exponential-dual matrix method: Applications to Markov chain analysis
DOI10.1090/conm/774/15575zbMath1485.60071OpenAlexW3204388374MaRDI QIDQ5024709
Publication date: 27 January 2022
Published in: Stochastic Processes and Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-03260400/file/Rubino-Krinik.pdf
generatorMarkov chainsdualityMarkov processesuniformizationtransient analysiscatastrophesexponential matrixdual processtransition rate matrixclosed-formsexponential-dual matrix
Queueing theory (aspects of probability theory) (60K25) Linear transformations, semilinear transformations (15A04) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35) Matrix exponential and similar functions of matrices (15A16)
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