Complementation in Stochastic Matrices and the GTH Algorithm

DOI10.1137/S0895479896310172MaRDI QIDQ4389093zbMATH OpenOpenAlexFDO

Authors Eugene Seneta

Publication date 11 May 1998

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479896310172

zbMATH Keywords

Bartlett identitydeterminantal conditionsMarkov chainspartitioned inversionregularstationary distributionstochastic complement

Mathematics Subject Classification ID

Stochastic matrices (15B51) Software, source code, etc. for problems pertaining to probability theory (60-04) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(3)

• Markov chains as models in statistical mechanics
• Gershgorin Analysis of Random Gramian Matrices With Application to MDS Tracking
• AnRG-Factorization Approach for a BMAP/M/1 Generalized Processor-Sharing Queue

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