On time duality for Markov chains

DOI10.1080/15326349.2014.969736MaRDI QIDQ4981887zbMATH OpenOpenAlexFDO

Authors Peter E. Keller, Sylvie Rœlly, A. Valleriani

Publication date 20 March 2015

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349.2014.969736

zbMATH Keywords

continuous-time Markov chainfirst passage timepermuted balancereversibilitytime duality

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28) Other physical applications of random processes (60K40)

Recommendations

• Strong stationary duality for continuous-time Markov chains. I: Theory
• The distribution of mixing times in Markov chains
• Some remarks on the duality of continuous time markov chains
• On passage and conditional passage times for Markov chains in continuous time
• scientific article; zbMATH DE number 5001252

Cites work

• Energy conversion by molecular motors coupled to nucleotide hydrolysis
• scientific article; zbMATH DE number 3514781 (Why is no real title available?)
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• On passage and conditional passage times for Markov chains in continuous time
• On quasi-stationary distributions in absorbing continuous-time finite Markov chains
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
• Similar Markov chains
• Zur Theorie der Markoffschen Ketten

Cited in

(6)

• Future independent times and Markov chains
• Strong stationary duality for continuous-time Markov chains. I: Theory
• Markovian interpretations of dual retrieval processes
• Exit frequency matrices for finite Markov chains
• Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics
• Some remarks on the duality of continuous time markov chains

This page was built for publication: On time duality for Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4981887)