A divide and conquer approach to computing the mean first passage matrix for Markov chains via Perron complement reductions

DOI10.1002/NLA.242MaRDI QIDQ4828880zbMATH OpenOpenAlexFDO

Authors M. Neumann, Jianhong Xu, S. J. Kirkland

Publication date 26 November 2004

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.242

zbMATH Keywords

Markov chaindivide and conquerPerron complementsmean first passage matrix

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• scientific article; zbMATH DE number 52076 (Why is no real title available?)
• Cutpoint Decoupling and First Passage Times for Random Walks on Graphs
• Markov chain sensitivity measured by mean first passage times
• Markov chains on hypercubes: Spectral representations and several majorization relations
• Matrix Analysis
• Stochastic Complementation, Uncoupling Markov Chains, and the Theory of Nearly Reducible Systems
• The Group Inverse Associated with an Irreducible Periodic Nonnegative Matrix
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Uncoupling the Perron eigenvector problem

Cited in

(8)

• Stationary distributions and mean first passage times of perturbed Markov chains
• An iterative algorithm for computing mean first passage times of Markov chains
• Improved bounds for a condition number for Markov chains
• Development of computational algorithm for multiserver queue with renewal input and synchronous vacation
• Robust power series algorithm for epistemic uncertainty propagation in Markov chain models
• Localization of Perron roots
• Minimising the largest mean first passage time of a Markov chain: the influence of directed graphs
• Properties for the Perron complement of three known subclasses of \(H\)-matrices

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