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The aim of this paper is to give an explicit formula of the invariant distribution of a quasi-birth-and-death process in terms of the block entries of the transition probability matrix using a matrix-valued orthogonal polynomials approach.…

Probability · Mathematics 2015-05-19 Manuel D. de la Iglesia

The aim of this paper is to study some models of quasi-birth-and-death (QBD) processes arising from the theory of bivariate orthogonal polynomials. First we will see how to perform the spectral analysis in the general setting as well as to…

Probability · Mathematics 2020-02-13 Lidia Fernández , Manuel D. de la Iglesia

In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…

Probability · Mathematics 2020-04-30 Jorge Littin

In this review, we discuss the applications of the theory of birth-and-death processes to problems in biology, primarily, those of evolutionary genomics. The mathematical principles of the theory of these processes are briefly described.…

Quantitative Methods · Quantitative Biology 2007-05-23 Artem S. Novozhilov , Georgy P. Karev , Eugene V. Koonin

We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and we exploit the special transition structure of QBDs to obtain its solutions in two different forms. One is based on a decomposition through first passage times to…

Probability · Mathematics 2013-08-13 Sarah Dendievel , Guy Latouche , Yuanyuan Liu

This paper has been withdrawn by the author; a revised version is part of the author's phd-thesis "Quasi-logarithmic structures" (Zurich, 2007).

Probability · Mathematics 2008-06-29 Bruno Nietlispach

In a first part, we prove a Lyapunov-type criterion for the $\xi\_1$-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second…

Probability · Mathematics 2015-01-29 Denis Villemonais

This article studies the quasi-stationary behaviour of multidimensional birth and death processes, modeling the interaction between several species, absorbed when one of the coordinates hits 0. We study models where the absorption rate is…

Probability · Mathematics 2015-08-14 Nicolas Champagnat , Denis Villemonais

In this paper, we give a sufficient condition for the existence of a quasi-ergodic distribution for absorbing Markov processes. Using an orthogonal-polynomial approach, we prove that the previous main result is valid for the birth-death…

Probability · Mathematics 2019-02-25 Guoman He , Hanjun Zhang , Yixia Zhu

Many examples of exactly solvable birth and death processes, a typical stationary Markov chain, are presented together with the explicit expressions of the transition probabilities. They are derived by similarity transforming exactly…

Mathematical Physics · Physics 2015-05-13 Ryu Sasaki

This paper analyzes the dynamics of a level-dependent quasi-birth-death process ${\cal X}=\{(I(t),J(t)): t\geq 0\}$, i.e., a bi-variate Markov chain defined on the countable state space $\cup_{i=0}^{\infty} l(i)$ with $l(i)=\{(i,j) :…

Probability · Mathematics 2024-07-16 Antonio Di Crescenzo , Antonio Gómez-Corral , Diana Taipe

Bayesian networks (BNs) are graphical models that are useful for representing high-dimensional probability distributions. There has been a great deal of interest in recent years in the NP-hard problem of learning the structure of a BN from…

Machine Learning · Statistics 2016-10-04 D. Jennings , J. N. Corcoran

Quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=X$ are encountered in the analysis of Quasi--Birth-Death stochastic processes where the solution of interest is the minimal nonnegative solution $G$. In many queueing models,…

Numerical Analysis · Mathematics 2021-01-25 Dario A. Bini , Beatrice Meini , Jie Meng

This paper is an attempt to formalize analytically the question raised in "World Population Explained: Do Dead People Outnumber Living, Or Vice Versa?" Huffington Post, \cite{HJ}. We start developing simple deterministic Malthusian growth…

Probability · Mathematics 2015-06-22 Jean Avan , Nicolas Grosjean , Thierry Huillet

Consider the following birth and death process with the following infinitesimal transition probabilities {\lambda}(k) ={\lambda}/(1+k) and {\mu}(k) = {\mu}k with {\lambda},{\mu}> 0. This process has known as a discouragement queue [5].…

Probability · Mathematics 2013-02-26 Andrea Monsellato

Some of my previous publications were incomplete in the sense that non trivial zeros belonging to a particular type of fundamental domain have been inadvertently ignored. Due to this fact, I was brought to believe that computations done by…

Complex Variables · Mathematics 2016-02-05 Dorin Ghisa

The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is…

Numerical Analysis · Mathematics 2022-01-06 Alberto Pessia , Jing Tang

We revisit the shift technique applied to Quasi-Birth and Death (QBD) processes (He, Meini, Rhee, SIAM J. Matrix Anal. Appl., 2001) by bringing the attention to the existence and properties of canonical factorizations. To this regard, we…

Numerical Analysis · Mathematics 2021-01-25 Dario A. Bini , Guy Latouche , Beatrice Meini

We give a counterexample to Theorem 9 in [T.K. Subrahmonian Moothathu, Syndetically proximal pairs, J. Math. Anal. Appl. 379 (2011) 656--663]. We also provide sufficient conditions for the conclusion of Theorem 9 to hold.

Dynamical Systems · Mathematics 2019-08-07 Jian Li , T. K. Subrahmonian Moothathu , Piotr Oprocha

The extensively cited work of Barzilai, J. (1997): Deriving weights from pairwise comparison matrices, published in Journal of the Operational Research Society, 48(12), 1226-1232., derives the geometric mean method from two simple axioms.…

Optimization and Control · Mathematics 2021-02-11 Dóra Gréta Petróczy , László Csató
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