Computing mean first passage times for a Markov chain

DOI10.1080/0020739950260510zbMath0887.60073OpenAlexW2092536437MaRDI QIDQ4359981

Theodore J. Sheskin

Publication date: 25 May 1998

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739950260510

zbMATH Keywords

numerical exampleMarkov chainGaussian eliminationmean first passage timesmatrix reduction

Mathematics Subject Classification ID

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

Related Items (2)

Aggregation of Markov flows I: theory ⋮ State reduction in a Markov decision process

Cites Work

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• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
• Numerical computation of mean passage times and absorption probabilities in Markov and Semi-Markov models
• Reduced System Algorithms for Markov Chains
• Computing absorption probabilities for a Markov chain
• Stochastic Complementation, Uncoupling Markov Chains, and the Theory of Nearly Reducible Systems

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