Matrix analysis for continuous-time Markov chains

DOI10.1515/SPMA-2021-0157MaRDI QIDQ2076169zbMATH OpenOpenAlexFDO

Authors Hung Viet Le, M. Tsatsomeros

Publication date 18 February 2022

Published in Special Matrices (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/spma-2021-0157

zbMATH Keywords

continuous-time Markov chainexponential nonnegativitygroup inverseirreducible matrixM-matrixmatrix exponentialprimitive matrixstochastic matrix

Mathematics Subject Classification ID

Stochastic matrices (15B51) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(16)

• Nonnegative multiplicative processes reaching stationarity in finite time
• The continuous-time resolvent matrix for non-Markovian chains
• An effective Markov based approach for calculating the limit matrix in the analytic network process
• Non-negative matrices and Markov chains.
• Matrix analysis of a Markov chain small-world model
• Causative matrix technique for deriving interim period transition probabilities in nonstationary markov process
• Equilibrium analysis of skip free markov chains: nonlinear matrix equations
• THE DEVIATION MATRIX OF A CONTINUOUS-TIME MARKOV CHAIN
• Spectral representations of the transition probability matrices for continuous time finite Markov chains
• The exponential-dual matrix method: Applications to Markov chain analysis
• Structural classification of continuous time Markov chains with applications
• Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits
• Pseudoinverses of Signed Laplacian Matrices
• Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains
• A node-based SIRS epidemic model on two-layer interconnected networks: dynamical analysis of interplay between layers
• Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices

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