Generalized inverses and their application to applied probability problems
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Publication:1168384
DOI10.1016/0024-3795(82)90218-XzbMath0493.15003MaRDI QIDQ1168384
Publication date: 1982
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Markov renewal processgeneralized inversesstationary distributionsdiscrete time Markov chainfirst passage time distributionsoccuption-time random variables
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15)
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Cites Work
- Generalization of a fundamental matrix
- An annoted bibliography on computational probability. I
- An alternative expression for the mean first passage matrix
- Finite Continuous Time Markov Chains
- 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
- Simultaneous diagonalization of rectangular matrices
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