Computing hitting probabilities of Markov chains: structural results with regard to the solution space of the corresponding system of equations

DOI10.1155/2020/9874072zbMath1442.65447OpenAlexW2999850070MaRDI QIDQ2176038

Thomas Hanschke, Hendrik Baumann

Publication date: 30 April 2020

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/9874072

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Additive difference equations (39A10) Convergence and divergence of continued fractions (40A15) Numerical methods for functional equations (65Q20)

Cites Work

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• A generalized Jacobi-Perron algorithm for the reduction of systems of linear difference equations
• Matrix continued fractions related to first-order linear recurrence systems
• Zur Numerik rekurrenter Relationen
• Markov chains and generalized continued fractions
• Computational Aspects of Three-Term Recurrence Relations

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