Characterizations of generalized inverses associated with Markovian kernels (Q1117286): Difference between revisions
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Revision as of 21:20, 19 March 2024
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English | Characterizations of generalized inverses associated with Markovian kernels |
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Characterizations of generalized inverses associated with Markovian kernels (English)
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1988
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A systematic investigation of the various multicondition generalized inverses (g-inverses) of I-P, where P is the transition matrix of a finite, irreducible, discrete-time Markov chain is given. A completely efficient characterization of any g-inverse is based on the property of nonsingularity of the corresponding matrix with a minimal number of parameters. Partitioned forms for the g-inverses are given based on a full-rank factorization of the Markovian kernel, I-P. Special cases as the group inverses and the Moore-Penrose inverse are pointed out.
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generalized inverses
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transition matrix
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finite, irreducible, discrete- time Markov chain
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characterization
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full-rank factorization
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Markovian kernel
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group inverses
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Moore-Penrose inverse
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