Computing hitting probabilities of Markov chains: structural results with regard to the solution space of the corresponding system of equations

DOI10.1155/2020/9874072MaRDI QIDQ2176038zbMATH OpenOpenAlexFDO

Authors Hendrik Baumann, Thomas Hanschke

Publication date 30 April 2020

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/9874072

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Additive difference equations (39A10) Convergence and divergence of continued fractions (40A15) Numerical methods for functional equations (65Q20)

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Cites work

• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• scientific article; zbMATH DE number 3260110 (Why is no real title available?)
• A generalized Jacobi-Perron algorithm for the reduction of systems of linear difference equations
• A note on the numerical solution of linear recurrence relations
• Characterizations of dominant and dominated solutions of linear recursions
• Computational Aspects of Three-Term Recurrence Relations
• Linear difference equations and generalized continued fractions
• Markov chains and generalized continued fractions
• Markov chains and stochastic stability
• Matrix continued fractions related to first-order linear recurrence systems
• Pringsheim's theorem for generalized continued fractions
• Zur Numerik rekurrenter Relationen
• Über die Minimallösung der Poincaré-Perronschen Differenzengleichung. (On the minimal solution of Poincaré-Perron type difference equations)

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