Uniformization for nonhomogeneous Markov chains

DOI10.1016/0167-6377(92)90086-IMaRDI QIDQ1195867zbMATH OpenOpenAlexFDO

Authors Nico M. van Dijk

Publication date 4 January 1993

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(92)90086-i

zbMATH Keywords

continuous-time Markov chainsPoissonian representationtime-discretizationuniformization

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

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(26)

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• Bayesian multiple changepoint detection for stochastic models in continuous time
• On first passage times in discrete skeletons and uniformized versions of a continuous-time Markov chain
• Approximate adaptive uniformization of continuous-time Markov chains
• Perturbation analysis of inhomogeneous finite Markov chains
• Representation transformations for finding Markovian representations
• On the numerical analysis of inhomogeneous continuous-time Markov chains
• Analyzing oscillatory behavior with formal methods
• A Note on External Uniformization for Finite Markov Chains in Continuous Time
• On a simple proof of uniformization for continuous and discrete-state continuous-time Markov chains
• A note on extended uniformization for non-exponential stochastic networks
• scientific article; zbMATH DE number 1264420 (Why is no real title available?)
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• A representation result for finite Markov chains
• A note on uniformization for dynamic non-negative systems
• The linear birth-death process: an inferential retrospective
• Uniformization Stable Markov Models and Their Jordan Algebraic Structure
• Estimation of non-monotonic transition rates in a semi-Markov process with covariates adjustments and application to caregivers' stress data
• Inhomogeneous CTMC birth-and-death models solved by uniformization with steady-state detection
• Approximations of semi-Markov processes and insurance policy valuation
• Convergence analysis of discrete diffusion model: exact implementation through uniformization
• Hitting probabilities and hitting times in time-inhomogeneous level-dependent quasi-birth-death processes
• Dirichlet process multi-state mixture models

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