Computing the Fundamental Matrix for a Reducible Markov Chain

DOI10.2307/2690932MaRDI QIDQ4891839zbMATH OpenOpenAlexFDO

Authors Theodore J. Sheskin

Publication date 12 September 1996

Full work available at URL https://doi.org/10.2307/2690932

zbMATH Keywords

fundamental matrixmatrix reductionreducible Markov chain

Mathematics Subject Classification ID

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

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Cited in

(7)

• The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem
• Stable computation with the fundamental matrix of a Markov chain
• Recursive algorithm for the fundamental group inverse matrix of a Markov chain from an explicit formula
• State reduction in a Markov decision process
• Computing absorption probabilities for a Markov chain
• Computing the fundamental matrix for a nonirreducible Markov chain
• A divide and conquer approach to computing the mean first passage matrix for Markov chains via Perron complement reductions

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