Recursive Algorithm for the Fundamental/Group Inverse Matrix of a Markov Chain from an Explicit Formula

DOI10.1137/S0895479899351234zbMath0990.60069MaRDI QIDQ2784342

No author found.

Publication date: 23 April 2002

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

zbMATH Keywords

Markov chainrecursive algorithmfundamental group inverse matrixGTH/S algorithm

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (8)

Continue, quit, restart probability model ⋮ Computation of current cumulants for small nonequilibrium systems ⋮ Optimal Stopping of Seasonal Observations and Projection of a Markov Chain ⋮ Robust power series algorithm for epistemic uncertainty propagation in Markov chain models ⋮ An iterative algorithm for computing mean first passage times of Markov chains ⋮ Development of computational algorithm for multiserver queue with renewal input and synchronous vacation ⋮ Parallel computing for Markov chains with islands and ports ⋮ Stationary distributions and mean first passage times of perturbed Markov chains

This page was built for publication: Recursive Algorithm for the Fundamental/Group Inverse Matrix of a Markov Chain from an Explicit Formula