On the inverse mean first passage matrix problem and the inverse \(M\)-matrix problem

DOI10.1016/j.laa.2010.02.019zbMath1216.60055MaRDI QIDQ630504

Michael Neumann, Nung-Sing Sze

Publication date: 17 March 2011

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

Full work available at URL: https://doi.org/10.1016/j.laa.2010.02.019

zbMATH Keywords

Markov chains; nonnegative matrices; stationary distribution; inverse \(M\)-matrices; mean first passage times; diagonally dominant \(M\)-matrices

Mathematics Subject Classification ID

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

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

15B48: Positive matrices and their generalizations; cones of matrices

15B51: Stochastic matrices