Accurate Computation of the Fundamental Matrix of a Markov Chain
From MaRDI portal
Publication:4842574
Recommendations
- Stable computation with the fundamental matrix of a Markov chain
- scientific article; zbMATH DE number 956804
- Computing the fundamental matrix for a nonirreducible Markov chain
- A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
- Computing the fundamental matrix of an M/G/1–type Markov chain
Cited in
(12)- Stationary distributions and mean first passage times of perturbed Markov chains
- Recursive algorithm for the fundamental group inverse matrix of a Markov chain from an explicit formula
- Computing the Fundamental Matrix for a Reducible Markov Chain
- Computation of current cumulants for small nonequilibrium systems
- A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain
- Parallel computing for Markov chains with islands and ports
- An iterative algorithm for computing mean first passage times of 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
- The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem
- The computation of the mean first passage times for Markov chains
- Stable computation with the fundamental matrix of a Markov chain
This page was built for publication: Accurate Computation of the Fundamental Matrix of a Markov Chain
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4842574)
