The computation of key properties of Markov chains via perturbations

DOI10.1016/J.LAA.2016.09.004zbMath1352.15037arXiv1602.05247OpenAlexW2286096857MaRDI QIDQ331164

Jeffrey J. Hunter

Publication date: 26 October 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.05247

zbMATH Keywords

algorithmnumerical examplesMarkov chaingroup inversestochastic matrixstationary distributionsgeneralised matrix inversesmoments of first passage times

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Stochastic matrices (15B51)

Related Items (3)

The time-dependent expected reward and deviation matrix of a finite QBD process ⋮ The computation of the mean first passage times for Markov chains ⋮ Finite capacity single-server queue with Poisson input, general service and delayed renovation

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