An alternative expression for the mean first passage matrix

DOI10.1016/0024-3795(78)90055-1zbMath0401.60063OpenAlexW2074709087MaRDI QIDQ1255261

Carl D. jun. Meyer

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0024-3795(78)90055-1

zbMATH Keywords

Ergodic Markov ChainTransition MatrixSteady-State Probability

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51) Numerical linear algebra (65F99)

Related Items

SIMPLE PROCEDURES FOR FINDING MEAN FIRST PASSAGE TIMES IN MARKOV CHAINS, Resolvent expansions of matrices and applications, Generalization of a fundamental matrix, Generalized inverses and their application to applied probability problems, M-matrix characterization II: GeneralM-matrices, Markov chain sensitivity measured by mean first passage times

Cites Work

• Finite Continuous Time Markov Chains
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
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