On Inverses of Tridiagonal Matrices Arising From Markov Chain-Random Walk I

DOI10.1137/040618448MaRDI QIDQ3624850zbMATH OpenOpenAlexFDO

Authors Mohamed A. El-Shehawey

Publication date 30 April 2009

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

Full work available at URL https://doi.org/10.1137/040618448

zbMATH Keywords

tridiagonal matrixthree-term recurrence relationstime to absorptionMarkov chain-random walksemiabsorbing barriers

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Theory of matrix inversion and generalized inverses (15A09) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited in

(5)

• Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix
• Applications of tridiagonal matrices in non-equilibrium statistical physics
• Enumeration of simple random walks and tridiagonal matrices
• Accurate solutions of diagonally dominant tridiagonal linear systems
• On the gambler's ruin problem for a finite Markov chain

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