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Volumn 28, Issue 3, 2000, Pages 1230-1258

Markov additive processes and Perron-Frobenius eigenvalue inequalities

Author keywords

Finite state Markov chains; Markov additive processes; Perron Frobenius eigenvalue inequalities

Indexed keywords


EID: 0034214585     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1019160333     Document Type: Article
Times cited : (6)

References (19)
  • 4
    • 33847351023 scopus 로고
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    • (1972) Z. Wahrsch. Verw. Gebiete. , vol.24 , pp. 85-121
    • Cinlar, E.1
  • 5
    • 84972029500 scopus 로고
    • Random evolutions and the radius of a nonnegative matrix
    • COHEN, J. E. (1979). Random evolutions and the radius of a nonnegative matrix. Proc. Cambridge Philos. Soc. 86 345-350.
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    • Cohen, J.E.1
  • 6
    • 0002873965 scopus 로고
    • Eigenvalue inequalities for random evolutions: Orgins and open problems
    • IMS, Hayward, CA
    • COHEN, J. E. (1984). Eigenvalue inequalities for random evolutions: orgins and open problems. In Inequalities in Statistices and Probability. 41-53. IMS, Hayward, CA.
    • (1984) Inequalities in Statistices and Probability , pp. 41-53
    • Cohen, J.E.1
  • 7
    • 0003126131 scopus 로고
    • Eigenvalue inequalities for products of matrix exponentials
    • COHEN, J. E. FRIEDLAND, S. KATO, T. and KELLY, F. P. (1982). Eigenvalue inequalities for products of matrix exponentials. Linear Algebra Appl. 45 55-95.
    • (1982) Linear Algebra Appl. , vol.45 , pp. 55-95
    • Cohen, J.E.1    Friedland, S.2    Kato, T.3    Kelly, F.P.4
  • 8
    • 84972547265 scopus 로고
    • Some inequalities for the spectral radius of nonnegative matrices and applications
    • FRIELDLAND, S. and KARLIN, S. (1975). Some inequalities for the spectral radius of nonnegative matrices and applications. Duke Math. J. 43 459-490.
    • (1975) Duke Math. J. , vol.43 , pp. 459-490
    • Frieldland, S.1    Karlin, S.2
  • 11
    • 84963040969 scopus 로고
    • A convexity property of positive matrices
    • KINGMAN, J. F. C. (1961). A convexity property of positive matrices. Oxford Quaterly J. Math. 12 283-284.
    • (1961) Oxford Quaterly J. Math. , vol.12 , pp. 283-284
    • Kingman, J.F.C.1
  • 12
    • 0002349775 scopus 로고
    • On the spectral radius of the product of matrix exponentials
    • LIEB, E. H. (1990). On the spectral radius of the product of matrix exponentials. Linear Algebra Appl. 141 271-273.
    • (1990) Linear Algebra Appl. , vol.141 , pp. 271-273
    • Lieb, E.H.1
  • 15
    • 0001621270 scopus 로고
    • Markov additive processes I. Eigenvalue properties and limit theorems
    • NEY, P. and NUMMELIN, E. (1987). Markov additive processes I. Eigenvalue properties and limit theorems. Ann. Probab. 15 561-592.
    • (1987) Ann. Probab. , vol.15 , pp. 561-592
    • Ney, P.1    Nummelin, E.2
  • 16
    • 0001621269 scopus 로고
    • Markov additive processes II. Large deviations
    • NEY, P. and NUMMELIN, E. (1987). Markov additive processes II. Large deviations. Ann. Probab. 15 593-609.
    • (1987) Ann. Probab. , vol.15 , pp. 593-609
    • Ney, P.1    Nummelin, E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.