Washington State
University
Combinatorics, Linear Algebra and Number Theory Seminar
Department of Mathematics and Statistics
Zoom
March 22, Monday, 4:10 - 5:00 PM
Michael Tsatsomeros
Department of Mathematics and Statistics
Washington State University
Combinatorics, Linear Algebra and Number Theory Seminar
Department of Mathematics and Statistics
Zoom
March 22, Monday, 4:10 - 5:00 PM
Michael Tsatsomeros
Department of Mathematics and Statistics
Washington State University
Title: Matrix
Analysis for Continuous-Time Markov Chains
Abstract: Continuous-time Markov chains have transition matrices that vary continuously in time. Classical theory of nonnegative matrices, M-matrices and matrix exponentials is used in the literature to study their dynamics, probability distributions and other stochastic properties. This theory is reviewed, extended and further adapted to study continuous-time Markov chains on finite state spaces.
Abstract: Continuous-time Markov chains have transition matrices that vary continuously in time. Classical theory of nonnegative matrices, M-matrices and matrix exponentials is used in the literature to study their dynamics, probability distributions and other stochastic properties. This theory is reviewed, extended and further adapted to study continuous-time Markov chains on finite state spaces.