Computing the fundamental matrix for a nonirreducible Markov chain

DOI10.1080/0020739970280503zbMath0890.60064OpenAlexW1984421569MaRDI QIDQ4378099

Theodore J. Sheskin

Publication date: 25 February 1998

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739970280503

zbMATH Keywords

Markov chainGaussian eliminationmatrix reductionperforming matrix

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

Evolutionary dynamics of finite populations in games with polymorphic fitness equilibria

Cites Work

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• Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains
• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
• Regenerative Analysis and Steady State Distributions for Markov Chains
• Computing absorption probabilities for a Markov chain
• Stochastic Complementation, Uncoupling Markov Chains, and the Theory of Nearly Reducible Systems

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