The first Laurent series coefficients for singularly perturbed stochastic matrices

DOI10.1016/J.LAA.2003.12.047zbMath1055.65012OpenAlexW2011152308MaRDI QIDQ1434426

Konstantin E. Avrachenkov, Moshe Haviv

Publication date: 4 August 2004

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

Full work available at URL: https://doi.org/10.1016/j.laa.2003.12.047

zbMATH Keywords

singular perturbationstime scalesLaurent seriesstochastic matrixmean first passage timesdeviation matrixaggregation/disaggregationsingularly perturbed Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Time-scale analysis and singular perturbations in control/observation systems (93C70) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (5)

Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time ⋮ Asymptotics for Quasi-stationary Distributions of Perturbed Discrete Time Semi-Markov Processes ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain ⋮ Bounding the lumping error in Markov chain dynamics

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a Rayleigh-Ritz refinement technique for nearly uncoupled stochastic matrices
• On Series Expansions and Stochastic Matrices
• A Reduction Process for Perturbed Markov Chains
• Finite Continuous Time Markov Chains
• Mean Passage Times and Nearly Uncoupled Markov Chains
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Return times in nearly-completely decomposable stochastic processes
• Hamiltonian Cycles and Markov Chains
• More on Rayleigh–Ritz Refinement Technique for Nearly Uncoupled Stochastic Matrices
• The fundamental matrix of singularly perturbed Markov chains
• The Evolution of Conventions
• Perturbation theory and finite Markov chains
• Aggregation of Variables in Dynamic Systems

This page was built for publication: The first Laurent series coefficients for singularly perturbed stochastic matrices