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 bean | 1 | 47 | 10.77 |
Nectarios Kontoleon | 2 | 15 | 3.01 |
Peter Taylor | 3 | 95 | 15.59 |