RT Book, Section
T1 On First Passage Times in Discrete Skeletons and Uniformized Versions of a Continuous-Time Markov Chain
A1 Gómez-Corral, Antonio
A1 López Herrero, María Jesús
A1 Rodríguez-Bernal, María Teresa
AB 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.
PB Springer
SN 978-3-031-04136-5
YR 2022
FD 2022-06-28
LK https://hdl.handle.net/20.500.14352/2497
UL https://hdl.handle.net/20.500.14352/2497
LA eng
DS Docta Complutense
RD 4 may 2024