We consider the problem of estimating the rate of convergence to stationarity of a continuous-time, finite-state Markov chain. This is done via an estimator of the second-largest eigenvalue of the ...

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous ...

Markov disease progression models Introduction Markov Models for disease progression are common in medical decision making (see references below). The parameters in a Markov model can be estimated by ...

Markov Models for disease progression are common in medical decision making (see references below). The parameters in a Markov model can be estimated by observing the time it takes patients in any ...