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1 results

  • A note on uniformization for dynamic non-negative systems

  • Part of
  • Nico M. van Dijk, Karel Sladký
  • Journal:
    Journal of Applied Probability / Volume 37 / Issue 2 / June 2000
    Published online by Cambridge University Press:
    14 July 2016, pp. 329-341
    Print publication:
    June 2000

  • The classical technique of uniformization (or randomization) for bounded continuous-time Markov chains and Markov reward structures is extended to dynamic systems generated by arbitrary non-negative generators. Most notably, these include so-called input-output models in economic analysis. The results are of practical interest for both computational and theoretical purposes. Particularly, the recursive computation and the limiting behaviour of cumulative reward structures for non-negative dynamic systems is concluded as a special application. Two numerical examples are included to illustrate the conditions and the results.