Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains

DOI10.1515/spma-2016-0015zbMath1334.60144arXiv1510.01390OpenAlexW2588971976MaRDI QIDQ261308

Jeffrey J. Hunter

Publication date: 23 March 2016

Published in: Special Matrices (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.01390

zbMATH Keywords

Markov chainsMarkov renewal processstationary distributionmean first passage times

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Markov renewal processes, semi-Markov processes (60K15)

Related Items (7)

The computation of key properties of Markov chains via perturbations ⋮ Hitting time quasi-metric and its forest representation ⋮ Reliability modeling and evaluation of cyber-physical system (CPS) considering communication failures ⋮ Aggregation of Markov flows I: theory ⋮ The computation of the mean first passage times for Markov chains ⋮ Kemeny's function for Markov chains and Markov renewal processes ⋮ Parallel computing for Markov chains with islands and ports

Uses Software

• Matlab
• LDQBD

Cites Work

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• Numerical computation of mean passage times and absorption probabilities in Markov and Semi-Markov models
• Numerical Solution of Linear Equations Arising in Markov Chain Models
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Numerical Methods for Structured Markov Chains
• Computing Moments of First Passage Times to a Subset of States in Markov Chains

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