The Dynamic Behaviour of Non-Homogeneous Single-Unireducible Markov and Semi-Markov Chains

DOI10.1007/978-3-540-68409-1_10MaRDI QIDQ3606086zbMATH OpenOpenAlexFDO

Authors Guglielmo D'Amico, Jacques Janssen, Raimondo Manca

Publication date 26 February 2009

Published in Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-68409-1_10

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of graph theory (05C90) Stochastic games, stochastic differential games (91A15)

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Cites work

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• Applied Semi-Markov Processes
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• Ergodic Theorems for Infinite Probabilistic Tables
• Finite non-homogeneous Markov chains: Asymptotic behaviour
• Homogeneous semi-Markov reliability models for credit risk management
• Non-negative matrices and Markov chains. 2nd ed
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• Sparse matrices
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