Kronecker-Based Infinite Level-Dependent QBD Processes

DOI10.1239/JAP/1354716665MaRDI QIDQ4903050zbMATH OpenOpenAlexFDO

Authors Tuugrul Dayar, M. Can Orhan

Publication date 19 January 2013

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

Full work available at URL https://projecteuclid.org/euclid.jap/1354716665

zbMATH Keywords

ergodicitynumerical solutionMarkov processLyapunov functionsteady state distributionbiochemical systems dynamics

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of continuous-time Markov processes on discrete state spaces (60J28) Population dynamics (general) (92D25) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45)

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Cites work

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• Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics
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• Some properties of the rate perators in level dependent uasi-birth-and-death processes with countable number of phases
• Stochastic approach to chemical kinetics
• Sufficient conditions for regularity, recurrence and ergodicity of Markov processes

Cited in

(4)

• A novel computational method for solving finite qbd processes
• Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics
• Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations
• Numerical Methods for Integral Equations of the Second Kind with NonSmooth Solutions of Bounded Variation

Describes a project that uses

Uses Software

• StochKit2
• StochKit
• HOM4PS

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