Markovian trees: Properties and algorithms

DOI10.1007/s10479-007-0295-9zbMath1213.60133OpenAlexW2057078623WikidataQ58645482 ScholiaQ58645482MaRDI QIDQ928198

Nectarios Kontoleon, Nigel G. Bean, Peter G. Taylor

Publication date: 11 June 2008

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-007-0295-9

zbMATH Keywords

branching processesmatrix analytic methods

Mathematics Subject Classification ID

Trees (05C05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (17)

Joint tails impact in stochastic volatility portfolio selection models ⋮ Extinction Probabilities of Supercritical Decomposable Branching Processes ⋮ Lyapunov exponents for branching processes in a random environment: the effect of information ⋮ A Structured Markov Chain Approach to Branching Processes ⋮ Quadratic vector equations ⋮ Algorithmic approach to the extinction probability of branching processes ⋮ A Polynomial Time Algorithm for Computing Extinction Probabilities of Multitype Branching Processes ⋮ Matrix Structures in Queuing Models ⋮ Newton's iteration for the extinction probability of a Markovian binary tree ⋮ A modified Newton method for the quadratic vector equation arising in Markovian binary trees ⋮ On the solution of a quadratic vector equation arising in Markovian Binary Trees ⋮ The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees ⋮ The variance constant for continuous-time level dependent quasi-birth-and-death processes ⋮ On the link between Markovian trees and tree-structured Markov chains ⋮ Markovian Trees Subject to Catastrophes: Would They Survive Forever? ⋮ Markovian Trees Subject to Catastrophes: Transient Features and Extinction Probability ⋮ Perturbation analysis of the extinction probability of a Markovian binary tree

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• Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes

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