Continuous-Time Markov Chains

Q-Matrix Problem

Zhenting Hou, Junping Li, Anyue Chen (Autoren)

Buch | Hardcover

400 Seiten

2027
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-283-806-3 (ISBN)

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Reports the progress in the field of continuous-time Markov chains (CTMCs), with a comprehensive and extensive discussion on its general theory and applications. This book covers the properties of Q-matrix and transition function as well as the existence and uniqueness of Q-processes in stable and unstable cases.

This book reports the recent progress in the field of continuous-time Markov chains (CTMCs), with a comprehensive and extensive discussion on its general theory and applications. It covers the properties of Q-matrix and transition function as well as the existence and uniqueness of Q-processes in stable and unstable cases. Monotonity, recurrency and ergodicity criteria are presented in this book. It also gives some important conclusions regarding the transiency properties, including invariant measures and quasi-limiting distributions for some important Q-processes.

Transition Functions and Q-Matrix; Some Basic Tools; Existence of Q-Processes: Stable Q-Matrix Case; Uniqueness of Q-Processes: Stable Q-Matrix Case; Existence and Uniqueness: Unstable Q-Matrix Case; Irreducibility and Recurrence; Ergodicity and Equilibrium Distribution; Absorbing Chains and Branching Processes; Invariant Measure and Quasi-Limiting Distributions; Reversibility and Birth-Death Processes; Monotonity and Duality; Coupling and Spectral Gap; Markovian Queues and Skip-Free Processes.

Erscheint lt. Verlag	28.2.2027
Verlagsort	Singapore
Sprache	englisch
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	981-283-806-6 / 9812838066
ISBN-13	978-981-283-806-3 / 9789812838063
Zustand	Neuware