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Washington State
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Combinatorics, Linear Algebra and Number Theory Seminar

Department of Mathematics and Statistics

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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.