scholarly journals Uniqueness criteria for continuous-time Markov chains with general transition structures

2005 ◽  
Vol 37 (4) ◽  
pp. 1056-1074 ◽  
Author(s):  
Anyue Chen ◽  
Phil Pollett ◽  
Hanjun Zhang ◽  
Ben Cairns
Keyword(s):  
Markov Chains ◽  
Branching Processes ◽  
Linear Equations ◽  
Sufficient Conditions ◽  
Famous Result ◽  
Transition Structures ◽  
Systems Of Linear Equations ◽  
Necessary And Sufficient ◽  
Uniqueness Criteria ◽  
Birth Death

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

scholarly journals Uniqueness criteria for continuous-time Markov chains with general transition structures

2005 ◽  
Vol 37 (04) ◽  
pp. 1056-1074 ◽  
Author(s):  
Anyue Chen ◽  
Phil Pollett ◽  
Hanjun Zhang ◽  
Ben Cairns
Keyword(s):  
Markov Chains ◽  
Branching Processes ◽  
Linear Equations ◽  
Sufficient Conditions ◽  
Famous Result ◽  
Transition Structures ◽  
Systems Of Linear Equations ◽  
Necessary And Sufficient ◽  
Uniqueness Criteria ◽  
Birth Death

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

scholarly journals On the solvability of systems of linear equations on commutative semigroup

2010 ◽  
Vol 43 (4) ◽  
Author(s):  
Nguyen Thi Thu Huyen ◽  
Nguyen Minh Tuan
Keyword(s):  
Linear Operator ◽  
Linear Space ◽  
Commutative Semigroup ◽  
Linear Equations ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Operator Equations ◽  
Systems Of Linear Equations ◽  
Necessary And Sufficient ◽  
Linear Operator Equations

AbstractThis paper deals with the solvability of systems of linear operator equations in a linear space. Namely, the paper provides necessary and sufficient conditions for the operators under which certain kinds of systems of operator equations are solvable.

Spectral analysis of M/G/1 and G/M/1 type Markov chains

1996 ◽  
Vol 28 (01) ◽  
pp. 114-165 ◽  
Author(s):  
H. R. Gail ◽  
S. L. Hantler ◽  
B. A. Taylor
Keyword(s):  
Markov Chains ◽  
Generating Functions ◽  
Complex Analysis ◽  
Linear Equations ◽  
Sufficient Conditions ◽  
Equilibrium Analysis ◽  
Transform Method ◽  
Technical Problems ◽  
The Matrix ◽  
Transient Case

When analyzing the equilibrium behavior of M/G/1 type Markov chains by transform methods, restrictive hypotheses are often made to avoid technical problems that arise in applying results from complex analysis and linear algebra. It is shown that such restrictive assumptions are unnecessary, and an analysis of these chains using generating functions is given under only the natural hypotheses that first moments (or second moments in the null recurrent case) exist. The key to the analysis is the identification of an important subspace of the space of bounded solutions of the system of homogeneous vector-valued Wiener–Hopf equations associated with the chain. In particular, the linear equations in the boundary probabilities obtained from the transform method are shown to correspond to a spectral basis of the shift operator on this subspace. Necessary and sufficient conditions under which the chain is ergodic, null recurrent or transient are derived in terms of properties of the matrix-valued generating functions determined by transitions of the Markov chain. In the transient case, the Martin exit boundary is identified and shown to be associated with certain eigenvalues and vectors of one of these generating functions. An equilibrium analysis of the class of G/M/1 type Markov chains by similar methods is also presented.

Regularity and reversibility results for birth-death-migration processes

1997 ◽  
Vol 34 (03) ◽  
pp. 685-697
Author(s):  
Eric Renshaw ◽  
Yonglong Dai
Keyword(s):  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Spatial Process ◽  
Weak Symmetry ◽  
Necessary And Sufficient ◽  
Birth Death

A spatial process is considered in which two general birth-death processes are linked by migration of individuals. We examine conditions for weak symmetry and regularity, and develop necessary and sufficient conditions for recurrence. The results are easily extended to the k-process case.

Reversibility of Markov chains with applications to storage models

1985 ◽  
Vol 22 (01) ◽  
pp. 123-137 ◽  
Author(s):  
Hideo Ōsawa
Keyword(s):  
Markov Chains ◽  
State Space ◽  
Discrete Time ◽  
Risk Model ◽  
Sufficient Conditions ◽  
Single Server ◽  
General State ◽  
Insurance Risk ◽  
General State Space ◽  
Necessary And Sufficient

This paper studies the reversibility conditions of stationary Markov chains (discrete-time Markov processes) with general state space. In particular, we investigate the Markov chains having atomic points in the state space. Such processes are often seen in storage models, for example waiting time in a queue, insurance risk reserve, dam content and so on. The necessary and sufficient conditions for reversibility of these processes are obtained. Further, we apply these conditions to some storage models and present some interesting results for single-server queues and a finite insurance risk model.

Lumpability and marginalisability for continuous-time Markov chains

1993 ◽  
Vol 30 (3) ◽  
pp. 518-528 ◽  
Author(s):  
Frank Ball ◽  
Geoffrey F. Yeo
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Ion Channel ◽  
Continuous Time ◽  
Sufficient Conditions ◽  
Continuous Time Markov Chain ◽  
Continuous Time Markov Chains ◽  
Probabilistic Proof ◽  
Necessary And Sufficient ◽  
Mutually Independent

We consider lumpability for continuous-time Markov chains and provide a simple probabilistic proof of necessary and sufficient conditions for strong lumpability, valid in circumstances not covered by known theory. We also consider the following marginalisability problem. Let {X{t)} = {(X1(t), X2(t), · ··, Xm(t))} be a continuous-time Markov chain. Under what conditions are the marginal processes {X1(t)}, {X2(t)}, · ··, {Xm(t)} also continuous-time Markov chains? We show that this is related to lumpability and, if no two of the marginal processes can jump simultaneously, then they are continuous-time Markov chains if and only if they are mutually independent. Applications to ion channel modelling and birth–death processes are discussed briefly.

Poisson theorem for non-homogeneous Markov chains

1989 ◽  
Vol 26 (03) ◽  
pp. 637-642 ◽  
Author(s):  
Janusz Pawłowski
Keyword(s):  
Markov Chains ◽  
Poisson Distribution ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Compound Poisson Distribution ◽  
Convergence In Distribution ◽  
Compound Poisson ◽  
Necessary And Sufficient

This paper gives necessary and sufficient conditions for the convergence in distribution of sums of the 0–1 Markov chains to a compound Poisson distribution.

Reversibility of Markov chains with applications to storage models

1985 ◽  
Vol 22 (1) ◽  
pp. 123-137 ◽  
Author(s):  
Hideo Ōsawa
Keyword(s):  
Markov Chains ◽  
State Space ◽  
Discrete Time ◽  
Risk Model ◽  
Sufficient Conditions ◽  
Single Server ◽  
General State ◽  
Insurance Risk ◽  
General State Space ◽  
Necessary And Sufficient

This paper studies the reversibility conditions of stationary Markov chains (discrete-time Markov processes) with general state space. In particular, we investigate the Markov chains having atomic points in the state space. Such processes are often seen in storage models, for example waiting time in a queue, insurance risk reserve, dam content and so on. The necessary and sufficient conditions for reversibility of these processes are obtained. Further, we apply these conditions to some storage models and present some interesting results for single-server queues and a finite insurance risk model.

On the class of controlled branching processes with random control functions

2002 ◽  
Vol 39 (4) ◽  
pp. 804-815 ◽  
Author(s):  
M. González ◽  
M. Molina ◽  
I. Del Puerto
Keyword(s):  
Population Size ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Control Functions ◽  
Controlled Branching Processes ◽  
Necessary And Sufficient ◽  
Random Control

In this paper, the class of controlled branching processes with random control functions introduced by Yanev (1976) is considered. For this class, necessary and sufficient conditions are established for the process to become extinct with probability 1 and the limit probabilistic behaviour of the population size, suitably normed, is investigated.

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