Computing hitting probabilities of Markov chains: structural results with regard to the solution space of the corresponding system of equations
DOI10.1155/2020/9874072zbMATH Open1442.65447OpenAlexW2999850070MaRDI QIDQ2176038FDOQ2176038
Authors: Hendrik Baumann, Thomas Hanschke
Publication date: 30 April 2020
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/9874072
Recommendations
- scientific article; zbMATH DE number 729460
- Stable computation with the fundamental matrix of a Markov chain
- Algorithms for finding steady state probabilities for some special classes of finite state Markov chains
- Numerical Methods in Markov Chain Modeling
- Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
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)
Cites Work
- Markov chains and stochastic stability
- Title not available (Why is that?)
- Computational Aspects of Three-Term Recurrence Relations
- A note on the numerical solution of linear recurrence relations
- Linear difference equations and generalized continued fractions
- Title not available (Why is that?)
- Characterizations of dominant and dominated solutions of linear recursions
- Zur Numerik rekurrenter Relationen
- Pringsheim's theorem for generalized continued fractions
- Über die Minimallösung der Poincaré-Perronschen Differenzengleichung. (On the minimal solution of Poincaré-Perron type difference equations)
- A generalized Jacobi-Perron algorithm for the reduction of systems of linear difference equations
- Markov chains and generalized continued fractions
- Matrix continued fractions related to first-order linear recurrence systems
This page was built for publication: Computing hitting probabilities of Markov chains: structural results with regard to the solution space of the corresponding system of equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2176038)