Tensor approach to mixed high-order moments of absorbing Markov chains

DOI10.1016/j.laa.2011.08.027zbMath1270.60077OpenAlexW2049322012MaRDI QIDQ1940338

Danil Nemirovsky

Publication date: 6 March 2013

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

Full work available at URL: https://doi.org/10.1016/j.laa.2011.08.027

zbMATH Keywords

tensormomentsabsorbing Markov chain

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Vector and tensor algebra, theory of invariants (15A72) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Uses Software

• LDQBD

Cites Work

• Computing Moments of First Passage Times to a Subset of States in Markov Chains
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