On the spectral radius and stiffness of Markov jump process rate matrices

DOI10.1080/15326349.2020.1815546MaRDI QIDQ4994065zbMATH OpenOpenAlexFDO

Authors Alex Infanger, Peter W. Glynn

Publication date 14 June 2021

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349.2020.1815546

zbMATH Keywords

boundsKolmogorov differential equationsMarkov jump processrate matricesspectral radiusstiffness ratio

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Jump processes on discrete state spaces (60J74)

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• RODAS

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