Explicit transient probabilities of various Markov models

DOI10.1090/CONM/774/15570MaRDI QIDQ5024703zbMATH OpenOpenAlexFDO

Authors

Publication date 27 January 2022

Published in Stochastic Processes and Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/conm/774/15570

zbMATH Keywords

ballot box problemcatastrophescirculant matricesdual processeseigenvalues and eigenvectorsgambler's ruinMarkov chains and Markov processesspectral projectorsToeplitz matricestransient probabilitiestransition probability matrixtridiagonal matrices

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods in Markov chains (60J22)

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Cited in

(8)

• On eigenvalues of the transition matrix of some count-data Markov chains
• The irreducible three and four-state Markov process
• On the need for a new playing die
• scientific article; zbMATH DE number 482624 (Why is no real title available?)
• Spectral representations of the transition probability matrices for continuous time finite Markov chains
• The exponential-dual matrix method: Applications to Markov chain analysis
• scientific article; zbMATH DE number 956802 (Why is no real title available?)
• Applications of some formulas for finite Markov chains

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