A Structured Markov Chain Approach to Branching Processes

DOI10.1080/15326349.2015.1022264zbMath1327.60138OpenAlexW2557326367MaRDI QIDQ3194559

Sophie Hautphenne

Publication date: 20 October 2015

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2015.1022264

zbMATH Keywords

branching processesrandom environmentcomputational algorithmsmatrix analytic methodsquasi-birth-and-death processstructured Markov chainsMarkovian tree

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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A Polynomial Time Algorithm for Computing Extinction Probabilities of Multitype Branching Processes, The variance constant for continuous-time level dependent quasi-birth-and-death processes

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