Commuting birth-and-death processes

DOI10.1214/09-AAP615zbMath1200.60072arXiv0812.2724MaRDI QIDQ2268727

Bernd Sturmfels, Caroline Uhler, Steven N. Evans

Publication date: 8 March 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.2724

zbMATH Keywords

decompositionregime switchingbinomial idealreversiblematroidorthogonal polynomialbirth-and-death processGraver basisMarkov basiscommuting varietytoricunimodular matrix

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Symbolic computation and algebraic computation (68W30) Combinatorial probability (60C05) Gröbner bases; other bases for ideals and modules (e.g., Janet and border bases) (13P10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (3)

Chordal Networks of Polynomial Ideals ⋮ Applications of Magnus expansions and pseudospectra to Markov processes ⋮ Decompositions of binomial ideals

Cites Work

• Toric dynamical systems
• Random walks
• Lectures on algebraic statistics
• Binomial ideals
• On the joint distribution of surplus before and after ruin under a Markovian regime switching model
• AMERICAN OPTIONS WITH REGIME SWITCHING
• REPRESENTATION OF A CLASS OF STOCHASTIC Processes
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME
• Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
• Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
• Hidden Markov processes
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