The group inverse of finite homogeneous QBD processes

DOI10.1081/STM-120002779MaRDI QIDQ4532401zbMATH OpenOpenAlexFDO

Authors Ana Da Silva Soares, Guy Latouche

Publication date 19 February 2003

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/stm-120002779

zbMATH Keywords

Drazin inversegroup inversequasi-birth-death process

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cites work

• Applications of generalized inverses to Markov chains
• Finite birth-and-death models in randomly changing environments
• Geometric bounds on iterative approximations for nearly completely decomposable Markov chains
• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• scientific article; zbMATH DE number 52076 (Why is no real title available?)
• scientific article; zbMATH DE number 729460 (Why is no real title available?)
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• On the convergence to stationarity of birth-death processes
• Perturbation theory and finite Markov chains
• Relative-error bounds for the LU decomposition via the GTH algorithm
• Sensitivity of the Stationary Distribution of a Markov Chain
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains

Cited in

(8)

• Additive preservers of Drazin invertible operators with bounded index
• The time-dependent expected reward and deviation matrix of a finite QBD process
• Group inverse for two classes of \(2\times 2\) block matrices over rings
• Group inverse for block matrices and some related sign analysis
• Nonlinear preservers of group invertible operators
• New representations of the group inverse of \(2 \times 2\) block matrices
• A generalization of strongly preserver problems of Drazin invertibility
• Further results on the group inverse of some anti-triangular block matrices

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