Title
Markovian trees: properties and algorithms
Abstract
In this paper we introduce a structure called the Markovian tree (MT). We define the MT and explore its alternative representation as a continuous-time Markovian Multitype Branching Process. We then develop two algorithms, the Depth and Order algorithms to determine the probability of eventual extinction of the MT process. We show that both of these algorithms have very natural physically intuitive interpretations and are analogues of the Neuts and U algorithms in Matrix-analytic Methods. Furthermore, we show that a special case of the Depth algorithm sheds new light on the interpretation of the sample paths of the Neuts algorithm.
Year
DOI
Venue
2008
10.1007/s10479-007-0295-9
Annals OR
Keywords
Field
DocType
Branching processes,Matrix analytic methods
Discrete mathematics,Mathematical optimization,Markov process,Algorithm,Mathematics,Branching process,Special case
Journal
Volume
Issue
ISSN
160
1
0254-5330
Citations 
PageRank 
References 
11
2.13
1
Authors
3
Name
Order
Citations
PageRank
nigel g bean14710.77
Nectarios Kontoleon2153.01
Peter Taylor39515.59