Updating finite markov chains by using techniques of group matrix inversion

DOI10.1080/00949658008810405MaRDI QIDQ3915755zbMATH OpenOpenAlexFDO

Authors James M. Shoaf, Carl D. Meyer

Publication date 1980

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658008810405

zbMATH Keywords

generalized inverseupdating Markov chains

Mathematics Subject Classification ID

Stochastic matrices (15B51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites work

• Generalized Inversion of Modified Matrices
• scientific article; zbMATH DE number 3648910 (Why is no real title available?)
• Perturbation theory and finite Markov chains
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains

Cited in

(33)

• Stationary distributions of perturbed Markov chains
• Characterizations of generalized inverses associated with Markovian kernels
• LU decomposition of M-matrices by elimination without pivoting
• On the perturbation of the group inverse and oblique projection
• The perturbed nonhomogeneous Markov system
• A direct projection method for Markov chains
• The Drazin inverse of updating of a square matrix with application to perturbation formula
• Additive perturbation results for the Drazin inverse
• The Drazin inverse of a modified matrix
• Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk
• The robustness of democratic consensus
• A note on computational formulas for the Drazin inverse of certain block matrices
• Representations for the weighted Drazin inverse of a modified matrix
• Stationary distributions and mean first passage times of perturbed Markov chains
• The Drazin inverses of products and differences of orthogonal projections
• Additive results for the generalized Drazin inverse
• The computation of key properties of Markov chains via perturbations
• On the Drazin inverse and m-P inverse for sum of matrices
• Explicit representations of the Drazin inverse of block matrix and modified matrix
• Updating LU Factorizations for Computing Stationary Distributions
• Strongly preserver problems in Banach algebras and \(C^{\ast}\)-algebras
• Determining Jordan (triple) homomorphisms by invertibility preserving conditions
• On the variances and covariances of the duration state sizes of semi-Markov systems
• Rate of convergence in fuzzy non homogeneous Markov systems
• Some additive results on Drazin inverse
• An improvement on the perturbation of the group inverse and oblique projection
• Dynamic normal forms and dynamic characteristic polynomial
• Properties and computations of the \(\mathfrak{m}\)-WG inverse
• One sided polarity along two elements in rings
• Rate of convergence, asymptotically attainable structures and sensitivity in non-homogeneous Markov systems with fuzzy states
• On optimal condition numbers for Markov chains
• Representations for the Drazin inverse of the sum P+Q+R+S and its applications
• Additive Drazin inverse preservers

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