Computing Moments of First Passage Times to a Subset of States in Markov Chains

DOI10.1137/S0895479804442462zbMath1094.60051OpenAlexW2048487951MaRDI QIDQ5470467

Tuǧrul Dayar, Nail Akar

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

zbMATH Keywords

meanvarianceGrassmann-Taksar-Heyman algorithm

Mathematics Subject Classification ID

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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