bibtype J - Journal Article
ARLID 0410465
utime 20240103182215.9
mtime 20060210235959.9
title (primary) (eng) A note on uniformization for dynamic non-negative systems
specification
page_count 13 s.
serial
ARLID cav_un_epca*0256875
ISSN 0021-9002
title Journal of Applied Probability
volume_id 37
volume 2 (2000)
page_num 329-341
publisher
name Cambridge University Press
author (primary)
ARLID cav_un_auth*0212066
name1 van Dijk
name2 N. M.
country NL
author
ARLID cav_un_auth*0101196
name1 Sladký
name2 Karel
institution UTIA-B
full_dept Department of Econometrics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
COSATI 12B
cas_special
project
project_id GA402/96/0420
agency GA ČR
ARLID cav_un_auth*0009114
research AV0Z1075907
abstract (eng) The classical technique of uniformization (or randomization) for bounded continuous-time Markov chains and Markov reward structures is extended to dynamic systems generated by arbitrary non-negative generators. Most notably, these include so called input-output models in economic analysis. The results are of practical interest for both computational and theoretical purposes. Two numerical examples are included to illustrate the conditions and the results.
RIV BB
department E
permalink http://hdl.handle.net/11104/0130554
ID_orig UTIA-B 20000181
arlyear 2000
mrcbU63 cav_un_epca*0256875 Journal of Applied Probability 0021-9002 1475-6072 Roč. 37 č. 2 2000 329 341 Cambridge University Press