Generalization of a fundamental matrix

DOI10.1016/0024-3795(81)90020-3zbMath0471.60075OpenAlexW2019214951MaRDI QIDQ1157635

John G. Kemeny

Publication date: 1981

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(81)90020-3

zbMATH Keywords

stationary vectormean first-passage matrixergodic chains

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (13)

Stationary distributions of perturbed Markov chains ⋮ On the Smallest Positive Singular Value of a Singular M-Matrix with Applications to Ergodic Markov Chains ⋮ Sensitivity to perturbation of the stationary distribution: Some refinements ⋮ Variance and Covariance of Distributions on Graphs ⋮ Characterizations of generalized inverses associated with Markovian kernels ⋮ Monotone mobility matrices ⋮ Kemeny's constant and the effective graph resistance ⋮ Sensitivity analysis of discrete Markov chains via matrix calculus ⋮ Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications ⋮ Parametric forms for generalized inverses of Markovian kernels and their applications ⋮ Generalized inverses and their application to applied probability problems ⋮ Optimal linear responses for Markov chains and stochastically perturbed dynamical systems ⋮ On the normalized Laplacian spectral radius, Laplacian incidence energy and Kemeny's constant

Cites Work

• An alternative expression for the mean first passage matrix
• 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 moments of Markov renewal processes
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