Characterizations of generalized inverses associated with Markovian kernels

DOI10.1016/0024-3795(88)90323-0zbMath0667.15005OpenAlexW1989695246MaRDI QIDQ1117286

Jeffrey J. Hunter

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0024-3795(88)90323-0

zbMATH Keywords

characterizationgeneralized inversesMoore-Penrose inversetransition matrixgroup inversesfinite, irreducible, discrete- time Markov chainfull-rank factorizationMarkovian kernel

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (11)

\(M\)-matrix generalized inverses of \(M\)-matrices ⋮ The computation of key properties of Markov chains via perturbations ⋮ SIMPLE PROCEDURES FOR FINDING MEAN FIRST PASSAGE TIMES IN MARKOV CHAINS ⋮ Parametric forms for generalized inverses of Markovian kernels and their applications ⋮ Group generalized inverses of M-matrices associated with periodic and nonperiodic jacobi matrices ⋮ Generalized inverses of Markovian kernels in terms of properties of the Markov chain ⋮ A philatelic excursion with Jeff Hunter in probability and matrix theory ⋮ Variances of first passage times in a Markov chain with applications to mixing times ⋮ The computation of the mean first passage times for Markov chains ⋮ Some stochastic properties of ``semi-magic and ``magic Markov chains ⋮ Stationary distributions and mean first passage times of perturbed Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stationary distributions of perturbed Markov chains
• Generalization of a fundamental matrix
• Generalized inverses and their application to applied probability problems
• Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
• Updating $LU$ Factorizations for Computing Stationary Distributions
• Updating finite markov chains by using techniques of group matrix inversion
• The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities
• Sensitivity Analysis of the Fixed Point Vector of Transition Matrices
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Computation of the stationary distribution of a markov chain
• On the Fixed Point Probability Vector of Regular or Ergodic Transition Matrices
• On the moments of Markov renewal processes

This page was built for publication: Characterizations of generalized inverses associated with Markovian kernels