Related papers: Counterexample to a theorem on quasi-birth-and-dea…
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.…
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…
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…
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.…
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…
This paper has been withdrawn by the author; a revised version is part of the author's phd-thesis "Quasi-logarithmic structures" (Zurich, 2007).
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…
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…
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…
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…
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) :…
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…
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,…
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…
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].…
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…
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…
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…
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.
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.…