Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves
solving a set of linear equations. In most cases of interest, the number of equations is infinite …

We consider the problem of identity testing of Markov chain transition matrices based on a
single trajectory of observations under the distance notion introduced by Daskalakis et …

We describe state-reduction algorithms for the analysis of first-passage processes in
discrete-and continuous-time finite Markov chains. We present a formulation of the graph …

Systems of stochastic chemical kinetics are modeled as infinite level-dependent quasi-birth-
and-death (LDQBD) processes. For these systems, in contrast to many other applications …

GI/M/1-type processes are Markov chains with transition matrices having the same structure
as the imbedded Markov chain of a GI/M/1 queue, except that the entries are matrices rather …

A multi-server queueing system with two types of requests and preemptive priority of one
type is considered as a model of a cell of a cognitive radio system under practical …

Let P be a Markov kernel on a measurable space X and let V: X→[1,+∞). This paper
provides explicit connections between the V-geometric ergodicity of P and that of finite-rank …

Markov chains with block-structured transition matrices find many applications in various
areas. Such Markov chains are characterized by partitioning the state space into subsets …

This paper considers the augmented truncation approximation of the generator of an ergodic
continuous-time Markov chain with a countably infinite state space. The main purpose of this …

This paper develops a finite approximation approach to find the solution F(x) of integral
equations in the form F(x)=ξ(x)+\int_Rκ(x,u)dF(u)\forallx∈R, where the unknown …