11 citations · 32 across the 19 of their papers we have counts for
3 papers · 1 filter
Why is Kemeny's constant a constant?
Dario Bini, Jeffrey J. Hunter, Guy Latouche +2
In their 1960 book on finite Markov chains, Kemeny and Snell established that a certain sum is invariant. The value of this sum has become known as {\it Kemeny's constant}. Various…
The time-dependent expected reward and deviation matrix of a finite QBD process
Sarah Dendievel, Sophie Hautphenne, Guy Latouche +1
Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we foc…
Perturbation analysis of Markov modulated fluid models
Sarah Dendievel, Guy Latouche
We consider perturbations of positive recurrent Markov modulated fluid models. In addition to the infinitesimal generator of the phases, we also perturb the rate matrix, and analyz…