On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov Chain

In this paper, the aim is to study similarities and differences between a continuous-time Markov chain and its uniformized Markov chains and discrete skeletons in terms of first passage times when the taboo subset of states is assumed to be accessible from a class of communicating states. Under the...

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Detalles Bibliográficos
Autores: Gómez-Corral, Antonio, López Herrero, María Jesús, Rodríguez-Bernal, María Teresa
Tipo de recurso: capítulo de libro
Fecha de publicación:2022
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/2497
Acceso en línea:https://hdl.handle.net/20.500.14352/2497
Access Level:acceso abierto
Palabra clave:519.21
Probabilidades (Matemáticas)
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spelling On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov ChainGómez-Corral, AntonioLópez Herrero, María JesúsRodríguez-Bernal, María Teresa519.21Probabilidades (Matemáticas)In this paper, the aim is to study similarities and differences between a continuous-time Markov chain and its uniformized Markov chains and discrete skeletons in terms of first passage times when the taboo subset of states is assumed to be accessible from a class of communicating states. Under the assumption of a finite communicating class, we characterize the first-passage times in terms of either continuous or discrete phase-type random variables. For illustrative purposes, we show how first passage times in uniformized Markov chains and discrete skeletons can be used to approximate the random duration of an outbreak in the SIS epidemic model.SpringerUniversidad Complutense de Madrid20222022-06-2820222022-06-28book parthttp://purl.org/coar/resource_type/c_3248info:eu-repo/semantics/bookPartapplication/pdfhttps://hdl.handle.net/20.500.14352/2497reponame:Docta Complutenseinstname:Universidad Complutense de Madrid (UCM)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2info:eu-repo/semantics/openAccessoai:docta.ucm.es:20.500.14352/24972026-06-02T12:44:21Z
dc.title.none.fl_str_mv On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov Chain
title On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov Chain
spellingShingle On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov Chain
Gómez-Corral, Antonio
519.21
Probabilidades (Matemáticas)
title_short On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov Chain
title_full On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov Chain
title_fullStr On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov Chain
title_full_unstemmed On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov Chain
title_sort On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov Chain
dc.creator.none.fl_str_mv Gómez-Corral, Antonio
López Herrero, María Jesús
Rodríguez-Bernal, María Teresa
author Gómez-Corral, Antonio
author_facet Gómez-Corral, Antonio
López Herrero, María Jesús
Rodríguez-Bernal, María Teresa
author_role author
author2 López Herrero, María Jesús
Rodríguez-Bernal, María Teresa
author2_role author
author
dc.contributor.none.fl_str_mv Universidad Complutense de Madrid
dc.subject.none.fl_str_mv 519.21
Probabilidades (Matemáticas)
topic 519.21
Probabilidades (Matemáticas)
description In this paper, the aim is to study similarities and differences between a continuous-time Markov chain and its uniformized Markov chains and discrete skeletons in terms of first passage times when the taboo subset of states is assumed to be accessible from a class of communicating states. Under the assumption of a finite communicating class, we characterize the first-passage times in terms of either continuous or discrete phase-type random variables. For illustrative purposes, we show how first passage times in uniformized Markov chains and discrete skeletons can be used to approximate the random duration of an outbreak in the SIS epidemic model.
publishDate 2022
dc.date.none.fl_str_mv 2022
2022-06-28
2022
2022-06-28
dc.type.none.fl_str_mv book part
http://purl.org/coar/resource_type/c_3248
dc.type.openaire.fl_str_mv info:eu-repo/semantics/bookPart
format bookPart
dc.identifier.none.fl_str_mv https://hdl.handle.net/20.500.14352/2497
url https://hdl.handle.net/20.500.14352/2497
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Springer
publisher.none.fl_str_mv Springer
dc.source.none.fl_str_mv reponame:Docta Complutense
instname:Universidad Complutense de Madrid (UCM)
instname_str Universidad Complutense de Madrid (UCM)
reponame_str Docta Complutense
collection Docta Complutense
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15.300724

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