Computing the Fundamental Matrix for a Reducible Markov Chain

DOI10.2307/2690932zbMath0857.60066OpenAlexW4246948303MaRDI QIDQ4891839

Theodore J. Sheskin

Publication date: 12 September 1996

Full work available at URL: https://doi.org/10.2307/2690932

zbMATH Keywords

fundamental matrixmatrix reductionreducible Markov chain

Mathematics Subject Classification ID

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

Related Items (2)

The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem ⋮ State reduction in a Markov decision process

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