An iterative algorithm for computing mean first passage times of Markov chains
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Cites work
- scientific article; zbMATH DE number 3858110 (Why is no real title available?)
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- scientific article; zbMATH DE number 192975 (Why is no real title available?)
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- scientific article; zbMATH DE number 3562346 (Why is no real title available?)
- scientific article; zbMATH DE number 635657 (Why is no real title available?)
- scientific article; zbMATH DE number 734901 (Why is no real title available?)
- scientific article; zbMATH DE number 1433445 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A classification of matrices of class Z
- A divide and conquer approach to computing the mean first passage matrix for Markov chains via Perron complement reductions
- A generalization of N-matrices
- Accuracy and Stability of Numerical Algorithms
- Accurate Computation of the Fundamental Matrix of a Markov Chain
- Average case analysis of the Markov chain small-world model
- Derivatives of the Perron root at an essentially nonnegative matrix and the group inverse of an M-matrix
- Derivatives of the spectral radius as a function of non-negative matrix elements
- Eigenvalue perturbation theory of classes of structured matrices under generic structured rank one perturbations
- Eigenvalues of rank-one updated matrices with some applications
- Generalized Inverses of Linear Transformations
- Generalized inverses. Theory and applications.
- LU decomposition of M-matrices by elimination without pivoting
- Markov chain small-world model with asymmetry: a unified and multivariate perspective
- Matrix analysis of a Markov chain small-world model
- On the LU factorization of M-matrices
- On the first and second order derivatives of the Perron vector
- Overcoming Instability In Computing The Fundamental Matrix For A Markov Chain
- Perron complement and Perron root
- Recursive algorithm for the fundamental group inverse matrix of a Markov chain from an explicit formula
- SIMPLE PROCEDURES FOR FINDING MEAN FIRST PASSAGE TIMES IN MARKOV CHAINS
- Sharp bounds on the spectral radius of nonnegative matrices and digraphs
- Some inequalities for the spectral radius of non-negative matrices and applications
- The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
- Transition matrices for well-conditioned Markov chains
- Typical changes in spectral properties under perturbation by an operator of rank one.
Cited in
(6)- Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains
- SIMPLE PROCEDURES FOR FINDING MEAN FIRST PASSAGE TIMES IN MARKOV CHAINS
- Computing mean first passage times for a Markov chain
- A divide and conquer approach to computing the mean first passage matrix for Markov chains via Perron complement reductions
- Computing Moments of First Passage Times to a Subset of States in Markov Chains
- The computation of the mean first passage times for Markov chains
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