Entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains

DOI10.1080/15326340008807593MaRDI QIDQ4512879zbMATH OpenOpenAlexFDO

Authors Attahiru Sule Alfa, Jungong Xue, Qiang Ye

Publication date 5 May 2002

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340008807593

zbMATH Keywords

matrix geometric distributionperturbation analysisquasi-birth-death Markov chainssteady states

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(4)

• A note on entrywise perturbation theory for Markov chains
• Ramaswami's duality and probabilistic algorithms for determining the rate matrix for a structured GI/M/1 Markov chain
• scientific article; zbMATH DE number 1867264 (Why is no real title available?)
• A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain

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