Title of article :
On the link between Markovian trees and tree-structured Markov chains
Author/Authors :
Sophie Hautphenne، نويسنده , , Benny Van Houdt، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Pages :
8
From page :
791
To page :
798
Abstract :
In this paper, we describe a link between Markovian binary trees (MBT) and tree-like quasi-birth-and-death processes (TLQBD) by associating a specific TLQBD to each MBT. The algorithms to compute the matrices GkGk in the TLQBD then correspond to the algorithms calculating the extinction probability vector of the MBT. This parallelism leads to a new quadratic algorithm, based on the Newton iteration method, which converges to the extinction probability of an MBT. We also present a one-to-one correspondence between a general Markovian tree (GMT) and a scalar tree-structured M/G/1-type Markov chain. This allows us to prove the equivalence between the main result on the positive recurrence, null recurrence or transience of a scalar tree-structured M/G/1-type Markov chain and the criticality of a GMT.
Keywords :
Stochastic processes , Markovian multi-type branching processes , Extinction probability , Newton’s iteration , Tree-like quasi-birth-and-death processes , Markovian trees
Journal title :
European Journal of Operational Research
Serial Year :
2010
Journal title :
European Journal of Operational Research
Record number :
1312485
Link To Document :
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