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)

Recommendations

• On a simple proof of uniformization for continuous and discrete-state continuous-time Markov chains
• Uniformization for λ-positive markov chains
• Uniform acceleration expansions for Markov chains with time-varying rates
• Adaptive uniformization
• scientific article; zbMATH DE number 1264420

Cites work

• A Note on Error Bounds for Approximating Transition Probabilities in Continuous-time Markov Chains
• Approximate uniformization for continuous-time Markov chains with an application to performability analysis
• Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains
• Bounds and Approximations for the Transient Behavior of Continuous-Time Markov Chains
• Extensions of Trotter's operator semigroup approximation theorems
• scientific article; zbMATH DE number 3876339 (Why is no real title available?)
• scientific article; zbMATH DE number 3810564 (Why is no real title available?)
• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• scientific article; zbMATH DE number 3478187 (Why is no real title available?)
• scientific article; zbMATH DE number 3628142 (Why is no real title available?)
• scientific article; zbMATH DE number 3797466 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3082073 (Why is no real title available?)
• Non-negative matrices and Markov chains.
• Numerical solution of partial differential equations. Transl. from the German by Peter R. Wadsack
• Numerical transient analysis of Markov models
• Probability methods for approximations in stochastic control and for elliptic equations
• Randomization Procedures in the Computation of Cumulative-Time Distributions over Discrete State Markov Processes
• The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
• Truncation of Markov Chains with Applications to Queueing

Cited in

(25)

• Uniform acceleration expansions for Markov chains with time-varying rates
• Uniform dimension results for a family of Markov processes
• The continuous-time resolvent matrix for non-Markovian chains
• 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?)
• Adaptive uniformization
• Uniformization for λ-positive markov chains
• 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

This page was built for publication: Uniformization for nonhomogeneous Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1195867)