Markov additive processes and Perron-Frobenius eigenvalue inequalities

DOI10.1214/aop/1019160333zbMath1025.15027MaRDI QIDQ1872152

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

zbMATH Keywords

Jensen's inequality; finite-state Markov chains; Markov additive processes; Perron-Frobenius eigenvalue inequalities

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

15A42: Inequalities involving eigenvalues and eigenvectors

15B48: Positive matrices and their generalizations; cones of matrices

60G40: Stopping times; optimal stopping problems; gambling theory

60J27: Continuous-time Markov processes on discrete state spaces

Related Items

Local alignment of Markov chains, Probabilistic approach to Perron root, the group inverse, and applications

Cites Work

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• Markov additive processes. I
• Inequalities: theory of majorization and its applications