Stochastic and substochastic solutions for infinite-state Markov chains with applications to matrix-analytic methods

DOI10.1239/AAP/1231340168MaRDI QIDQ3603202zbMATHOpenAlexFDO

Authors Winfried K. Grassmann, Javad Tavakoli

Publication date 16 February 2009

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

Full work available at URL https://doi.org/10.1239/aap/1231340168

zbMATH Keywords

queueingcensoringmatrix-analytic methodinfinite-state Markov chainnonrecurrent Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25)

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Cited in

(3)

• Sub-stochastic matrix analysis for bounds computation -- theoretical results
• Infinitely divisible nonnegative matrices, \(M\)-matrices, and the embedding problem for finite state stationary Markov chains
• Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries

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