Higher order ergodic Markov chains and first passage times

DOI10.1080/03081087.2021.1968782WikidataQ114100573 ScholiaQ114100573MaRDI QIDQ5888868

Lixing Han, Jianhong Xu, Ke-Lun Wang

Publication date: 25 April 2023

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03081087.2021.1968782

zbMATH Keywords

first passage times; ergodicity; Markov chain; transition probability tensor

Mathematics Subject Classification ID

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

37A25: Ergodicity, mixing, rates of mixing

37A30: Ergodic theorems, spectral theory, Markov operators

37A50: Dynamical systems and their relations with probability theory and stochastic processes

15A69: Multilinear algebra, tensor calculus