Quasistochastic matrices and Markov renewal theory

DOI10.1239/jap/1417528486zbMath1325.60140arXiv1312.3090OpenAlexW1980620784MaRDI QIDQ5245636

Gerold Alsmeyer

Publication date: 14 April 2015

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

Full work available at URL: https://arxiv.org/abs/1312.3090

zbMATH Keywords

random difference equationMarkov renewal theoryage-dependent multitype branching processMarkov random walkquasistochastic matricesStone-type decomposition

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45) Markov renewal processes, semi-Markov processes (60K15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic matrices (15B51) Renewal theory (60K05)

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