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

DOI10.1007/978-3-540-68409-1_10zbMATH Open1154.91330OpenAlexW162954211MaRDI QIDQ3606086FDOQ3606086

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

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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)

Cites Work

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• Applied Semi-Markov Processes
• Strongly ergodic behavior for non-stationary Markov processes
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• Non-negative matrices and Markov chains. 2nd ed
• Ergodic Theorems for Infinite Probabilistic Tables
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• Semi-Markov processes and reliability
• Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions
• Products of stochastic matrices and applications
• Homogeneous semi-Markov reliability models for credit risk management
• Sparse matrices
• A computational procedure for the asymptotic analysis of homogeneous semi-Markov processes
• Finite non-homogeneous Markov chains: Asymptotic behaviour

Cited In (3)

• Convergence of cultural traits with time-varying self-confidence in the Panebianco (2014) model -- a corrigendum
• Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models
• Semi-Markov reliability models with recurrence times and credit rating applications

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