Spectral representations of the transition probability matrices for continuous time finite Markov chains

DOI10.2307/3215261zbMath0847.60060OpenAlexW4248283927MaRDI QIDQ4877401

Nan-Fu Peng

Publication date: 24 September 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ede231a559f944762c960c687beb6bdda81a3773

zbMATH Keywords

Markov chainspectral representationtransition probability matrices

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

Related Items (5)

Approximating the eigenvalues and eigenvectors of birth and death matrices ⋮ Stability and exponential convergence of continuous-time Markov chains ⋮ An inverse problem in birth and death processes ⋮ Birth and Death (BDP) Process Models with Applications ⋮ Control of continuous-time Markov chains with safety constraints

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