Matrix Analysis for Continuous-Time Markov Chains-Reference-Cited by-同舟云学术

Matrix Analysis for Continuous-Time Markov Chains

Published:2021-01-01 Issue:1 Volume:10 Page:219-233
ISSN:2300-7451
Container-title:Special Matrices
language:en
Short-container-title:

Author:

Le Hung V.¹,Tsatsomeros M. J.¹

Affiliation:

1. Mathematics and Statistics , Washington State University , Pullman ,

Abstract

Abstract Continuous-time Markov chains have transition matrices that vary continuously in time. Classical theory of nonnegative matrices, M-matrices and matrix exponentials is used in the literature to study their dynamics, probability distributions and other stochastic properties. For the benefit of Perron-Frobenius cognoscentes, this theory is surveyed and further adapted to study continuous-time Markov chains on finite state spaces.

Publisher

Walter de Gruyter GmbH

Subject

Geometry and Topology,Algebra and Number Theory

Link

https://www.degruyter.com/document/doi/10.1515/spma-2021-0157/pdf

Reference15 articles.

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4. [4] I.I Gikhmam and A.V. Skorokhod, Introduction to the Theory of Random Processes, W.B. Saunders, Philadelphia, 1969.

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