On a simple proof of uniformization for continuous and discrete-state continuous-time Markov chains

DOI10.2307/1427467MaRDI QIDQ3485693zbMATH OpenOpenAlexFDO

Authors Nico M. van Dijk

Publication date 1990

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427467

zbMATH Keywords

Markov chaincontinuous-timecontinuous-stateUniformization

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(10)

• MONOTONICITY AND CONVEXITY OF SOME FUNCTIONS ASSOCIATED WITH DENUMERABLE MARKOV CHAINS AND THEIR APPLICATIONS TO QUEUING SYSTEMS
• On dependent marking and thinning of point processes
• A note on uniformization for dynamic non-negative systems
• Decomposition of random variables with bounded hazard rates
• Uniformization for nonhomogeneous Markov chains
• Uniformization and performance sensitivity estimation in closed queueing networks
• Uniformization for λ-positive markov chains
• Uniform CLT for Markov chains with a countable state space
• Uniform CLT for Markov chains with a countable state space
• A note on extended uniformization for non-exponential stochastic networks

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