scientific article; zbMATH DE number 965582
From MaRDI portal
Publication:5691143
zbMath0866.60056MaRDI QIDQ5691143
Publication date: 14 January 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
birth and death processesreversiblehomogeneous Markov chainsreversibility of ergodic Markov chainsstationary and limiting distributionstaboo states
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (95)
Numerically stable methods for the computation of exit rates in Markov chains ⋮ Generating Birth and Death Processes ⋮ On Block Skip Free Transition Matrices and First Passage Times ⋮ β-Invariant Measures for Transition Matrices of GI/M/1 Type ⋮ A rapid-mutation approximation for cell population dynamics ⋮ A peer-to-peer dynamic adaptive consensus reaching model for the group AHP decision making ⋮ Sub-stochastic matrix analysis for bounds computation -- theoretical results ⋮ Testing Spatial Autocorrelation in Weighted Networks: The Modes Permutation Test ⋮ The spectral representation of Bessel processes with constant drift: applications in queueing and finance ⋮ The intersite distances between pattern occurrences in strings generated by general discrete- and continuous-time models: an algorithmic approach ⋮ On the First Passage Time Under Regime-Switching with Jumps ⋮ Nonlinearly Perturbed Stochastic Processes and Systems ⋮ Fuzzy spectral clustering by PCCA+: application to Markov state models and data classification ⋮ Computing the expected Markov reward rates with stationarity detection and relative error control ⋮ Algorithm of State Stationary Probability Computing for Continuous-Time Finite Markov Chain Modulated by Semi-Markov Process ⋮ On equal-input and monotone Markov matrices ⋮ A backward Monte Carlo approach to exotic option pricing ⋮ Monotone dependence in graphical models for multivariate Markov chains ⋮ Transient probability functions of finite birth-death processes with catastrophes ⋮ Speed of stability for birth-death processes ⋮ Dynamic regular registers in systems with churn ⋮ A state-dependent queueing system with asymptotic logarithmic distribution ⋮ Probabilistic issues in the node synchronization problem for large distributed systems ⋮ Robust power series algorithm for epistemic uncertainty propagation in Markov chain models ⋮ A continuous-time Markov chain under the influence of a regulating point process and applications in stochastic models with catastrophes ⋮ The shape of the hazard rate for finite continuous-time birth-death processes ⋮ On stochastic ordering and control charts for traffic intensity ⋮ Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk ⋮ Flows of rare events for regularly perturbed semi-Markov processes ⋮ A discrete autoregressive process as a model for short-range correlations in DNA sequences ⋮ Basics of \textit{Kaiyu} Markov models: reproducibility theorems -- a validation of the infinite \textit{Kaiyu} representation ⋮ A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process ⋮ EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility ⋮ Monotonicity and comparability in ballistic missile defense systems ⋮ Time-homogeneous birth-death processes with probability intervals and absorbing state ⋮ High host density favors greater virulence: a model of parasite-host dynamics based on multi-type branching processes ⋮ Markovian simulation for ancestors trees ⋮ Why is Kemeny’s constant a constant? ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Order relations of measures when avoiding decreasing sets. ⋮ Computation of bounds for transient measures of large rewarded Markov models using regenerative randomization. ⋮ An inverse problem in birth and death processes ⋮ Solving large interval availability models using a model transformation approach ⋮ A Note on the Aging Properties of the Run Length of Markov-Type Control Charts ⋮ Survival in a quasi-death process ⋮ The Endogenous Analysis of Flows, with Applications to Migrations, Social Mobility and Opinion Shifts ⋮ A Generalized Method for the Transient Analysis of Markov Models of Fault-Tolerant Systems with Deferred Repair ⋮ Bounds and approximations for continuous-time Markovian transition probabilities and large systems ⋮ Utilizing network structure to accelerate Markov chain Monte Carlo algorithms ⋮ Constructing transient birth-death processes by means of suitable transformations ⋮ TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA ⋮ The evolution of states in a spatial population model ⋮ Hitting time and mixing time bounds of Stein's factors ⋮ Transient Analysis of Large Markov Models with Absorbing States Using Regenerative Randomization ⋮ Past states of continuous-time Markov models for ecological communities ⋮ Birth and Death (BDP) Process Models with Applications ⋮ Extinction and quasi-stationarity in the stochastic logistic SIS model. ⋮ Reliability Bounds for Fault-Tolerant Systems with Deferred Repair using Bounding Split Regenerative Randomization ⋮ Stochastic orderings, folded beta distributions and fairness in coin flips ⋮ The eigentime identity for continuous-time ergodic Markov chains ⋮ A note on the ageing character of the run length of Markov-type quality-control schemes ⋮ Efficient implementations of the randomization method with control of the relative error ⋮ Minimal quasi-stationary distributions under null \(R\)-recurrence ⋮ The limiting conditional probability distribution in a stochastic model of T cell repertoire maintenance ⋮ The double chain markov model ⋮ Ergodic degrees for continuous-time Markov chains ⋮ Transient analysis of Markov models of fault‐tolerant systems with deferred repair using split regenerative randomization ⋮ Shapes of stationary autocovariances ⋮ MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED ⋮ Explicit bounds for multidimensional linear recurrences with restricted coefficients ⋮ First-passage times and related moments for continuous-time birth-death chains ⋮ Detection of significant genomic alterations via simultaneous minimal sojourns at a state by independent continuous-time Markov chains ⋮ Moments of first passage times in general birth-death processes ⋮ A \((T,S)\) inventory/production system with limited production capacity and uncertain demands ⋮ Transforming stochastic matrices for stochastic comparison with the st-order ⋮ Generalizing rate heterogeneity across sites in statistical phylogenetics ⋮ Superstochastic matrices and magic Markov chains ⋮ The λ-classification of continuous-time birth-and-death processes ⋮ Variable-structure coherent systems† ⋮ An inhomogeneous semi-Markov model for the term structure of credit risk spreads ⋮ Unnamed Item ⋮ Modeling growth stocks via birth-death processes ⋮ Positive Dependence and Weak Convergence ⋮ On a reward rate estimation for the finite irreducible continuous-time Markov chain ⋮ A monotonicity in reversible Markov chains ⋮ Imitators and optimizers in Cournot oligopoly ⋮ Monotonicity and positive invariance of linear systems over dioids ⋮ Analysis of random walks using orthogonal polynomials ⋮ Assessing the Impact of Head Starts in the Performance of One-Sided Markov-Type Control Schemes ⋮ A preventive maintenance policy with sequential checking procedure for a Markov deteriorating system ⋮ Second-order bounds for linear recurrences with negative coefficients ⋮ Whittle indexability in egalitarian processor sharing systems ⋮ Further results on the relationship between \(\mu\)-invariant measures and quasi-stationary distributions for absorbing continuous-time Markov chains. ⋮ High-order extensions of the Double Chain Markov Model ⋮ Quasi-stationary distributions for discrete-state models
This page was built for publication: