Spectral Theory for Skip-Free Markov Chains

DOI10.1017/S026996480000098XMaRDI QIDQ3415914zbMATH OpenFDO

Authors Joseph Abate, Ward Whitt

Publication date 19 January 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S026996480000098X

Mathematics Subject Classification ID

Markov processes (60J99)

Recommendations

• Skip-free Markov chains
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• Finite Markov chain models skip-free in one direction

Cites work

• A CHARACTERIZATION OF BIRTH AND DEATH PROCESSES
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Markov chain models - rarity and exponentiality
• Simple spectral representations for the M/M/1 queue
• Spectral theory for the differential equations of simple birth and death processes
• The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
• Unitary Dilations of One-Parameter Semigroups of Markov Transition Operators, and the Corresponding Integral Representations for Markov Processes with a Countable Infinity of States

Cited in

(12)

• Sharp moderate maximal inequalities for upward skip-free Markov chains
• Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes
• A sufficient condition for continuous-time finite skip-free Markov chains to have real eigenvalues
• Identifying Coefficients in the Spectral Representation for First Passage Time Distributions
• Spectral Analysis, without Eigenvectors, for Markov Chains
• ON TRANSITION PROBABILITIES OF SKIP-FREE MARKOV CHAINS
• Equilibrium analysis of skip free markov chains: nonlinear matrix equations
• Skip-free Markov chains
• On Block Skip Free Transition Matrices and First Passage Times
• Algorithmic Computation of the Time-Dependent Solution of Structured Markov Chains and Its Application to Queues
• The shape of the hazard rate for finite continuous-time birth-death processes
• On hitting times and fastest strong stationary times for skip-free and more general chains

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