Updating finite markov chains by using techniques of group matrix inversion

DOI10.1080/00949658008810405zbMath0464.60075OpenAlexW2132032103MaRDI QIDQ3915755

James M. Shoaf, Carl D. jun. Meyer

Publication date: 1980

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658008810405

zbMATH Keywords

generalized inverseupdating Markov chains

Mathematics Subject Classification ID

Related Items (31)

Stationary distributions of perturbed Markov chains ⋮ Updating $LU$ Factorizations for Computing Stationary Distributions ⋮ The computation of key properties of Markov chains via perturbations ⋮ The Drazin inverses of products and differences of orthogonal projections ⋮ Characterizations of generalized inverses associated with Markovian kernels ⋮ Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk ⋮ Dynamic normal forms and dynamic characteristic polynomial ⋮ LU decomposition of M-matrices by elimination without pivoting ⋮ Strongly preserver problems in Banach algebras and \(C^{\ast}\)-algebras ⋮ A direct projection method for Markov chains ⋮ Some additive results on Drazin inverse ⋮ On optimal condition numbers for Markov chains ⋮ Representations for the Drazin inverse of the sum \(P+Q+R+S\) and its applications ⋮ On the Variances and Convariances of the Duration State Sizes of Semi-Markov Systems ⋮ Additive perturbation results for the Drazin inverse ⋮ An improvement on the perturbation of the group inverse and oblique projection ⋮ Additive Drazin inverse preservers ⋮ A note on computational formulas for the Drazin inverse of certain block matrices ⋮ Representations for the weighted Drazin inverse of a modified matrix ⋮ On the Drazin inverse and M-P inverse for sum of matrices ⋮ Explicit representations of the Drazin inverse of block matrix and modified matrix ⋮ Determining Jordan (triple) homomorphisms by invertibility preserving conditions ⋮ The Drazin inverse of updating of a square matrix with application to perturbation formula ⋮ On the perturbation of the group inverse and oblique projection ⋮ The perturbed nonhomogeneous Markov system ⋮ Stationary distributions and mean first passage times of perturbed Markov chains ⋮ Rate of convergence in fuzzy non homogeneous Markov systems ⋮ The robustness of democratic consensus ⋮ The Drazin inverse of a modified matrix ⋮ Rate of convergence, asymptotically attainable structures and sensitivity in non-homogeneous Markov systems with fuzzy states ⋮ Additive results for the generalized Drazin inverse

Cites Work

• Unnamed Item
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Perturbation theory and finite Markov chains
• Generalized Inversion of Modified Matrices

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