Erik A. van Doorn

THE DEVIATION MATRIX OF A CONTINUOUS-TIME MARKOV CHAIN

The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix

Representations and bounds for zeros of Orthogonal polynomials and eigenvalues of sign-symmetric tri-diagonal matrices

P(.)

Quasi-stationary distributions for discrete-state models

and ergodic matrix

Blocking probabilities in a loss system with arrivals in geometrically distributed batches and heterogeneous service requirements

\Pi

Geomatric ergodicity and quasi-stationarity in discrete-time birth-death processes

is the matrix

Birth-death processes and associated polynomials

D \equiv \int_0^{\infty} (P(t)-\Pi)dt

Random walk polynomials and random walk measures

. We give conditions for

On associated polynomials and decay rates for birth–death processes

D

On the time dependent behaviour of the truncated birth-death process

to exist and discuss properties and a representation of

Quasi-stationary distributions for birth-death processes with killing

D