The Class of Inverse $M$-Matrices Associated to Random Walks

DOI10.1137/120900411zbMath1273.15036OpenAlexW1983030456MaRDI QIDQ2848640

Servet Martínez, Jaime San Martín, Claude Dellacherie

Publication date: 26 September 2013

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

Full work available at URL: https://doi.org/10.1137/120900411

zbMATH Keywords

\(M\)-matrixtridiagonal matrixrandom walksubstochastic matrixpotential matrix

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Probabilistic potential theory (60J45) Stochastic matrices (15B51)

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Potentials of random walks on trees ⋮ Random walk Green kernels in the neutral Moran model conditioned on survivors at a random time to origin ⋮ Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization

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