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

DOI10.1002/NLA.242zbMATH Open1055.65015OpenAlexW2013095747MaRDI QIDQ4828880FDOQ4828880

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

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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)

Cites Work

• Matrix Analysis
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Title not available (Why is that?)
• Uncoupling the Perron eigenvector problem
• Stochastic Complementation, Uncoupling Markov Chains, and the Theory of Nearly Reducible Systems
• The Group Inverse Associated with an Irreducible Periodic Nonnegative Matrix
• Markov chain sensitivity measured by mean first passage times
• Markov chains on hypercubes: Spectral representations and several majorization relations
• Cutpoint Decoupling and First Passage Times for Random Walks on Graphs

Cited In (7)

• 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
• Properties for the Perron complement of three known subclasses of \(H\)-matrices

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