Moment growth bounds on continuous time Markov processes on non-negative integer lattices

DOI10.1090/S0033-569X-2015-01372-7zbMath1317.60092arXiv1304.5169MaRDI QIDQ5254376

Muruhan Rathinam

Publication date: 9 June 2015

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.5169

zbMATH Keywords

continuous time Markov processesmoment boundsnon-negative integer lattices

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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Uses Software

• LPbook

Cites Work

• Probability with Martingales
• Markov Chains
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Stability and convergence of moments for multiclass queueing networks via fluid limit models
• Linear programming. Foundations and extensions
• Finite dimensional convexity and optimization
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