Markovian trees: properties and algorithms
Date
2008
Authors
Bean, N.
Kontoleon, N.
Taylor, P.
Editors
Advisors
Journal Title
Journal ISSN
Volume Title
Type:
Journal article
Citation
Annals of Operations Research, 2008; 160(1):31-50
Statement of Responsibility
Nigel G. Bean, Nectarios Kontoleon and Peter G. Taylor
Conference Name
Abstract
In this paper we introduce a structure called the Markovian tree (MT). We define the MT and explore its alternative representation as a continuous-time Markovian Multitype Branching Process. We then develop two algorithms, the Depth and Order algorithms to determine the probability of eventual extinction of the MT process. We show that both of these algorithms have very natural physically intuitive interpretations and are analogues of the Neuts and U algorithms in Matrix-analytic Methods. Furthermore, we show that a special case of the Depth algorithm sheds new light on the interpretation of the sample paths of the Neuts algorithm.
School/Discipline
Dissertation Note
Provenance
Published online: 6 December 2007
Description
The original publication can be found at www.springerlink.com