Characterizations of generalized inverses associated with Markovian kernels
From MaRDI portal
Publication:1117286
DOI10.1016/0024-3795(88)90323-0zbMath0667.15005MaRDI QIDQ1117286
Publication date: 1988
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(88)90323-0
characterization; generalized inverses; Moore-Penrose inverse; transition matrix; group inverses; finite, irreducible, discrete- time Markov chain; full-rank factorization; Markovian kernel
15A09: Theory of matrix inversion and generalized inverses
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Related Items
Group generalized inverses of M-matrices associated with periodic and nonperiodic jacobi matrices, The computation of key properties of Markov chains via perturbations, Parametric forms for generalized inverses of Markovian kernels and their applications, A philatelic excursion with Jeff Hunter in probability and matrix theory, Variances of first passage times in a Markov chain with applications to mixing times, Some stochastic properties of ``semi-magic and ``magic Markov chains, \(M\)-matrix generalized inverses of \(M\)-matrices, Generalized inverses of Markovian kernels in terms of properties of the Markov chain, Stationary distributions and mean first passage times of perturbed Markov chains, SIMPLE PROCEDURES FOR FINDING MEAN FIRST PASSAGE TIMES IN MARKOV CHAINS
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stationary distributions of perturbed Markov chains
- Generalization of a fundamental matrix
- Generalized inverses and their application to applied probability problems
- Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
- Updating $LU$ Factorizations for Computing Stationary Distributions
- Updating finite markov chains by using techniques of group matrix inversion
- The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities
- Sensitivity Analysis of the Fixed Point Vector of Transition Matrices
- The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
- Computation of the stationary distribution of a markov chain
- On the Fixed Point Probability Vector of Regular or Ergodic Transition Matrices
- On the moments of Markov renewal processes