Class C Markov chains and transient analysis

MaRDI QIDQ3437519zbMATH OpenFDO

Authors Mouad Ben Mamoun, Nihal Pekergin, Sana Younes

Publication date 9 May 2007

zbMATH Keywords

closed form steady state solutioncontinuous timediscrete timenumerical exampletime-homogeneous Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Numerical analysis or methods applied to Markov chains (65C40)

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(5)

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• Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates
• Two classes of time-inhomogeneous Markov chains: Analysis of the periodic case

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