Stable Computation with the Fundamental Matrix of a Markov Chain

DOI10.1137/S0895479898334538zbMath1049.65031OpenAlexW2077115916MaRDI QIDQ2706252

Jesse L. Barlow

Publication date: 19 March 2001

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479898334538

zbMATH Keywords

fundamental matrixconditioningpseudoinversegroup inversebackward error

Mathematics Subject Classification ID

Related Items (4)

Robust power series algorithm for epistemic uncertainty propagation in Markov chain models ⋮ Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type ⋮ Development of computational algorithm for multiserver queue with renewal input and synchronous vacation ⋮ Stationary distributions and mean first passage times of perturbed Markov chains

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