An iterative algorithm for computing mean first passage times of Markov chains

DOI10.1016/J.AMC.2014.11.001zbMATH Open1328.65016OpenAlexW1978050747MaRDI QIDQ902846FDOQ902846

Authors: Jianhong Xu 

Publication date: 4 January 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.11.001

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zbMATH Keywords

iterative algorithmconvergenceeigenvaluesMarkov chainsmean first passage timesrank one updates

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited In (4)

• 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

Uses Software

• mctoolbox

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