The fundamental matrix of singularly perturbed Markov chains

DOI10.1239/AAP/1029955199zbMath0947.60073OpenAlexW1974686829MaRDI QIDQ4944086

Konstantin E. Avrachenkov, Jean-Bernard Lasserre

Publication date: 11 May 2000

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1029955199

zbMATH Keywords

singular perturbationMarkov chainsfundamental matrix

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Perturbation theory of linear operators (47A55) Transition functions, generators and resolvents (60J35) Stochastic matrices (15B51)

Related Items (11)

On regularly perturbed fundamental matrices ⋮ A generalized inverse for graphs with absorption ⋮ The fundamental equations for the generalized resolvent of an elementary pencil in a unital Banach algebra ⋮ Perturbation of null spaces with application to the eigenvalue problem and generalized inverses ⋮ Analytic perturbation of generalized inverses ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ The first Laurent series coefficients for singularly perturbed stochastic matrices ⋮ The fundamental equations for inversion of operator pencils on Banach space ⋮ Laurent expansion of the inverse of perturbed, singular matrices ⋮ INVERSION OF OPERATOR PENCILS ON HILBERT SPACE ⋮ From random Poincaré maps to stochastic mixed-mode-oscillation patterns

This page was built for publication: The fundamental matrix of singularly perturbed Markov chains