• Citer

On the link between Markovian trees and tree-structured Markov chains

par Hautphenne, Sophie ;Van Houdt, Benny
Référence European journal of operational research, 201, 3, page (791-798)
Publication Publié, 2010-03

Article révisé par les pairs

• Accès en ligne
• Détails
• Contenu
• Statistiques

Résumé :

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 Gk 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. © 2009 Elsevier B.V. All rights reserved.