Markov additive processes and Perron-Frobenius eigenvalue inequalities
DOI10.1214/AOP/1019160333zbMATH Open1025.15027OpenAlexW2157686647MaRDI QIDQ1872152FDOQ1872152
Authors: Colm Art O'Cinneide 
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1019160333
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Jensen's inequalityfinite-state Markov chainsMarkov additive processesPerron-Frobenius eigenvalue inequalities
Inequalities involving eigenvalues and eigenvectors (15A42) Inequalities; stochastic orderings (60E15) Positive matrices and their generalizations; cones of matrices (15B48) Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on discrete state spaces (60J27)
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- A CONVEXITY PROPERTY OF POSITIVE MATRICES
- Some inequalities for the spectral radius of non-negative matrices and applications
- On the spectral radius of the product of matrix exponentials
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- Eigenvalue inequalities for products of matrix exponentials
Cited In (6)
- On comparison of the Perron-Frobenius eigenvalues of two ML-matrices
- Probabilistic approach to Perron root, the group inverse, and applications
- Stochastic population dynamics in a Markovian environment implies Taylor's power law of fluctuation scaling
- Resolvent positive linear operators exhibit the reduction phenomenon
- Local alignment of Markov chains
- Eigenvalue inequalities for the Markov diffusion operator
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