Phil Pollett's Research Pages

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ARC Funded Projects

Papers and Abstracts

Analytical and Computational Methods for Modelling Evanescent Random Processes (1992-1994) and (1995-1997)

[Project Summary]


Published work

Agliardi, E. and Bebbington, M.S. (1997) Self-reinforcing mechanisms and market information. European Journal of Operational Research 96, 444-454.

Bebbington. M.S. (1995) Evaluating quasistationary behaviour of epidemic models by means of parallel aggregation / disaggregation. In (Eds P. Binning, H. Bridgman and B. Williams), Proceedings of the International Congress on Modelling and Simulation 1995, Modelling and Simulation Society of Australia, Newcastle, Vol. 2, pp. 203-208.

Bebbington, M.S. (1997) A hierarchical stress-release model for synthetic seismicity. Journal of Geophysical Research-Solid Earth 102, 11677-11687.

Bebbington, M.S. (1997) Parallel implementation of an aggregation/disaggregation method for evaluating quasi-stationary behaviour in continuous-time Markov chains. Parallel Computing 23, 1545-1559.

Bebbington, M.S., Pollett, P.K., Singer, D. and Ziedins, I. (1993) Approximate models for a symmetric circuit-switched network with one and two link traffic. Technical Report, Discipline of Mathematics, The University of Queensland.

Bebbington, M.S., Pollett, P.K. and Zheng, X. (1995) Dual constructions for pure-jump Markov processes. Markov Processes and Related Fields 1, 513-558.

Breyer, L.A. and Hart, A.G. (1996) Approximations of quasistationary distributions for Markov chains. In (Eds Richard J. Wilson, D.N. Pra Murthy and Shunji Osaki) Proceedings of the 2nd Australia-Japan Workshop on Stochastic Models in Engineering, Technology and Management, Technology Management Centre, The University of Queensland, pp. 81-90.

Breyer, L.A. and Hart, A.G. (1998) Approximations of quasistationary distributions for Markov chains. Mathematical and Computer Modelling 31, 69-79.

O'Cinneide, C.A. (1999) Phase-type distributions: open problems and a few properties. Stochastic Models 15, 731-757.

O'Cinneide, C.A., and Pokrovskii, A.V. (2000) Nonuniform random transformations. The Annals of Applied Probabability 10, 1151-1181.

Coolen-Schrijner, P., Hart, A.G. and Pollett, P.K. (2000) Quasistationarity of continuous-time Markov chains with positive drift. Journal of the Australian Mathematical Society, Series B 41, 423-441.

Coolen-Schrijner, P. and Pollett, P.K. (1999) Quasi-stationarity of discrete-time Markov chains with drift to infinity. Methodology and Computing in Applied Probability 1, 81-96.

Darlington, S.J. and Pollett, P.K. (2000) Quasistationarity in continuous time Markov chains where absorption is not certain. Journal of Applied Probability 37, 598-600.

Elmes, S., Pollett, P.K. and Walker, D. (1996) On the relationship between mu-invariant measures and quasistationary distributions for absorbing continuous-time Markov chains when absorption is not certain. In (Eds Richard J. Wilson, D.N. Pra Murthy and Shunji Osaki) Proceedings of the 2nd Australia-Japan Workshop on Stochastic Models in Engineering, Technology and Management, Technology Management Centre, The University of Queensland, pp. 131-140.

Elmes, S., Pollett, P.K. and Walker, D. (1998) Further results on the relationship between mu-invariant measures and quasistationary distributions for absorbing continuous-time Markov chains. Mathematical and Computer Modelling 31, 107-113.

Hambly, B.M. and Jones, O.D. (1998) Modelling transport in disordered media via diffusion on fractals. Mathematical and Computer Modelling 31, 129-142.

Hart, A.G. and Pollett, P.K. (1996) Direct analytical methods for determining quasistationary distributions for continuous-time Markov chains. In (Eds C.C. Heyde, Yu V. Prohorov, R. Pyke and S.T. Rachev) Athens Conference on Applied Probability and Time Series Analysis, Volume I: Applied Probability, In Honour of J.M. Gani, Lecture Notes in Statistics 114, Springer-Verlag, New York, pp. 116-126.

Hart, A.G. and Pollett, P.K. (1996) New methods for determining quasistationary distributions for continuous-time Markov chains. In (Eds Richard J. Wilson, D.N. Pra Murthy and Shunji Osaki) Proceedings of the 2nd Australia-Japan Workshop on Stochastic Models in Engineering, Technology and Management, Technology Management Centre, The University of Queensland, pp. 177-186.

Hart, A.G. and Pollett, P.K. (1998) New methods for determining quasistationary distributions for continuous-time Markov chains. Mathematical and Computer Modelling 31, 143-150.

Jones, O.D. (1996) Stochastic models for diffusion in disordered media using fractals. In (Eds Richard J. Wilson, D.N. Pra Murthy and Shunji Osaki) Proceedings of the 2nd Australia-Japan Workshop on Stochastic Models in Engineering, Technology and Management, Technology Management Centre, The University of Queensland, pp. 271-282.

Jones, O.D. (1997) On the convergence of multi-type branching processes with varying environments. Annals of Applied Probability 7, 772-801.

Jones, O.D. (1999) Continuity for multi-type branching processes with varying environments. Journal of Applied Probability 36, 139-145.

Kijima, M., Nair, M.G., Pollett, P.K. and van Doorn, E. (1997) Limiting conditional distributions for birth-death processes. Advances in Applied Probability 29, 185-204.

Pollett, P.K. (1992) Modelling random fluctuations in a bistable telecommunications network. In (Ed W. Henderson) Proceedings of the 7th Australian Teletraffic Research Seminar, Teletraffic Research Centre, University of Adelaide, Adelaide, pp. 335-345.

Pollett, P.K. (1993) Modelling the long-term behaviour of evanescent ecological systems. In (Ed M. McAleer) Proceedings of the International Congress on Modelling and Simulation, Modelling and Simulation Society of Australia, Perth, Vol. 1, pp. 157-162.

Pollett, P.K. (1993) Recent advances in the theory and application of quasistationary distributions. In (Eds S. Osaki and D.N.P. Murthy) Proceedings of the Australia-Japan Workshop on Stochastic Models in Engineering, Technology and Management, World Scientific, Singapore, pp. 477-486.

Pollett, P.K. (1993) Analytical and computational methods for modelling the long-term behaviour of evanescent random processes. In (Eds D.J. Sutton, C.E.M. Pearce and E.A. Cousins) Decision Sciences: Tools for Today, Proceedings of the 12th National Conference of the Australian Society for Operations Research, Australian Society for Operations Research, Adelaide, pp. 514-535.

Pollett, P.K. (1993) Some comments on ``Optimal algorithms for minimal perfect hashing'' by G. Havas and B.S. Majewski. Technical Report, Discipline of Mathematics, The University of Queensland.

Pollett, P.K. (1994) On the identification of continuous-time Markov chains with a given invariant measure. Journal of Applied Probability 31, 897-910.

Pollett, P.K. (1995) The determination of quasistationary distributions directly from the transition rates of an absorbing Markov chain. Mathematical and Computer Modelling 22, 279-287.

Pollett, P.K. (1996) Modelling the long-term behaviour of evanescent ecological systems. Ecological Modelling 86, 135-139.

Pollett, P.K. (1997) Limiting conditional distributions for stochastic metapopulation models. In (Eds A.D. McDonald and M. McAleer) Proceedings of the International Congress on Modelling and Simulation, Vol. 2 (ISBN 0-86422-826-0), Modelling and Simulation Society of Australia, Hobart, Australia, pp. 807-812.

Pollett, P.K. (1999) Quasistationary distributions for continuous time Markov chains when absorption is not certain. Journal of Applied Probability 36, 268-272.

Pollett, P.K. (1999) Modelling quasi-stationary behaviour in metapopulations. Mathematics and Computers in Simulation 47, 393-405.

Pollett, P.K. and Stewart, D.E. (1994) An efficient procedure for computing quasistationary distributions of Markov chains with sparse transition structure. Advances in Applied Probability 26, 68-79.

Pollett, P.K. and Taylor, P.G. (1993) On the problem of establishing the existence of stationary distributions for continuous-time Markov chains. Probability in the Engineering and Informational Sciences 7, 529-543.

Roberts, G.O., Jacka, S.D. and Pollett, P.K. (1997) Non-explosivity of limits of conditioned birth and death processes. Journal of Applied Probability 34, 35-45.

Stewart, D.E. and Bebbington, M.S. (1996) An iterative aggregation / disaggregation procedure for modelling the long-term behaviour of continuous-time evanescent random processes. Journal of Statistical Computation and Simulation 56, 77-95.

Walker, D.M. (1998) The expected time until absorption when absorption is not certain. Journal of Applied Probability 35, 812-823.

Invited conference papers

Pollett, P.K., Analytical and computational methods for modelling evanescent random processes, The Oberwolfach Applied Probability Meeting, Mathematisches Forschungsinstitut Oberwolfach, December 5-9, 1994.

Pollett, P.K., Analytical and computational methods for modelling evanescent random processes. International Conference on Applied Probability and Time Series Analysis, Athens, Greece, March 22-26, 1995.

Pollett, P.K., Poisson approximations for telecommunications networks. International Meeting on Applied Probability (Numazu'95), Numazu, Japan, July 9-13, 1995.

Pollett, P.K., Modelling bistability in telecommunications networks. 32nd Australasian Applied Mathematics Conference (ANZIAM'96), Masterton, New Zealand, February 4-8, 1996.

Pollett, P.K., Estimating blocking probabilities in telecommunications networks with linear structure. Sydney International Statistical Congress, Sydney, Australia, July 8-12, 1996.

Pollett, P.K., Modelling random fluctuations in a bistable telecommunications network. Stochastic Networks Workshop (Sydney International Statistical Congress satellite event), Sydney, Australia, July 13, 1996.

Pollett, P.K., Quasistationarity in Markovian models. 3rd International Symposium on Probability and its Applications, Park City, Utah, USA, July 30-August 1, 1997.

Pollett, P.K., Quasistationarity of continuous-time Markov chains with positive drift. The Oberwolfach Applied Probability Meeting, Mathematisches Forschungsinstitut Oberwolfach, Germany, November 29-December 5, 1998.

Contributed conference papers

Bebbington, M., Multigrid methods for evaluating quasistationary distributions for continuous-time Markov chains, Weekend Conference of the Queensland Branch of the Australian Mathematical Society (Division of Applied Mathematics), Stewarts Hotel, Alexandra Headlands, September, 1993.

Pollett, P.K., Computational methods for evaluating quasistationary distributions, 11th Australian Statistical Conference, Perth, July, 1992.

Pollett, P.K., Computational methods for evaluating quasistationary distributions, 20th European Meeting of Statisticians, Bath, September 1992.

Pollett, P.K., Modelling random fluctuations in a bistable telecommunications network, 7th Australian Teletraffic Research Seminar, Murray Bridge, December 1992.

Pollett, P.K., Recent advances in the theory and application of quasistationary distributions, Weekend Conference of the Queensland Branch of the Australian Mathematical Society (Division of Applied Mathematics), Stewarts Hotel, Alexandra Headlands, September 1993.

Pollett, P.K., Acyclicity in random graphs, Workshop on Geometry and Discrete Mathematics, Queensland, Australia, November 4-7, 1995.

Hart, A.G., Quasistationary distributions for continuous-time Markov chains. 23rd Conference on Stochastic Processes and their Applications, Singapore, June 1995.

Hart, A.G., The problem of truncation approximation in continuous-time Markov chains. Australia/New Zealand Applied Probability Workshop, Second Valley, South Australia, September 28-October 2, 1997.

Pollett, P.K., Quasistationarity in Markov chains with drift to infinity. Australia/New Zealand Applied Probability Workshop, Second Valley, South Australia, September 28-October 2, 1997.

Pollett, P.K., Limiting conditional distributions for stochastic metapopulation models. Congress on Modelling and Simulation (MODSIM'97), Hobart, Australia, December 8-11, 1997.

Computer software

Singer, D., RINGNET, a circuit-switching network simulation package designed to simulate networks with a ring-like topology.


If you have any comments on these pages,
feel free to e-mail me: pkp@maths.uq.edu.au