Computing Moments of First Passage Times to a Subset of States in Markov Chains
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Publication:5470467
DOI10.1137/S0895479804442462zbMath1094.60051OpenAlexW2048487951MaRDI QIDQ5470467
Publication date: 31 May 2006
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479804442462
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Direct numerical methods for linear systems and matrix inversion (65F05)
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