On Block Skip Free Transition Matrices and First Passage Times

DOI10.1081/STM-120018139MaRDI QIDQ4798099zbMATH OpenFDO

Authors María Teresa Gallegos

Publication date 18 March 2003

Published in Stochastic Models (Search for Journal in Brave)

zbMATH Keywords

transition matricesGI/M/1embedded Markov chainsM/G/1mean hitting timenon-reversible Markovian star queueing network

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• ON TRANSITION PROBABILITIES OF SKIP-FREE MARKOV CHAINS
• Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix
• Comparing first-passage times for semi-Markov skip-free processes
• On first passage times in discrete skeletons and uniformized versions of a continuous-time Markov chain
• First passage problems for upwards skip-free random walks via the scale functions paradigm
• Infinite block-structured transition matrices and their properties
• Spectral Theory for Skip-Free Markov Chains
• scientific article; zbMATH DE number 19246

Cites work

• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• scientific article; zbMATH DE number 3514781 (Why is no real title available?)
• scientific article; zbMATH DE number 965582 (Why is no real title available?)
• Applied Probability and Queues
• Balanced partitions for Markov chains
• Exact and ordinary lumpability in finite Markov chains
• General Irreducible Markov Chains and Non-Negative Operators
• Mean passage times for tridiagonal transition matrices
• Mean passage times for tridiagonal transition matrices and a two-parameter ehrenfest urn model
• Partition-reversible Markov processes
• Sojourn times in finite Markov processes

Cited in

(2)

• Finite Markov chain models skip-free in one direction
• Forward recursion for markov decision processes with skip‐free‐to‐the‐right transitions part ii: non‐standard applications

This page was built for publication: On Block Skip Free Transition Matrices and First Passage Times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4798099)