SIMPLE PROCEDURES FOR FINDING MEAN FIRST PASSAGE TIMES IN MARKOV CHAINS

DOI10.1142/S0217595907001553zbMath1200.60062OpenAlexW2168786544MaRDI QIDQ3502866

Jeffrey J. Hunter

Publication date: 20 May 2008

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595907001553

zbMATH Keywords

fundamental matrixgeneralized inversesgroup inversestationary distributionsmean first passage times

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (4)

The computation of key properties of Markov chains via perturbations ⋮ An iterative algorithm for computing mean first passage times of Markov chains ⋮ The computation of the mean first passage times for Markov chains ⋮ Some stochastic properties of ``semi-magic and ``magic Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Parametric forms for generalized inverses of Markovian kernels and their applications
• Characterizations of generalized inverses associated with Markovian kernels
• 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

This page was built for publication: SIMPLE PROCEDURES FOR FINDING MEAN FIRST PASSAGE TIMES IN MARKOV CHAINS