Mean Passage Times and Nearly Uncoupled Markov Chains

DOI10.1137/0405030zbMath0754.60071OpenAlexW2060047227MaRDI QIDQ4018850

Moshe Haviv, Refael Hassin

Publication date: 16 January 1993

Published in: SIAM Journal on Discrete Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0405030

zbMATH Keywords

Markov chainstationary distributionmean passage timenearly uncoupled

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Parallel algorithms in computer science (68W10)

Related Items (13)

Threshold Functions for Markov Chains: a Graph Theoretic Approach ⋮ Quasi-stationary distributions for perturbed discrete time regenerative processes ⋮ Analytic perturbation of generalized inverses ⋮ Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time ⋮ Flows of rare events for regularly perturbed semi-Markov processes ⋮ Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems ⋮ Asymptotics for Quasi-stationary Distributions of Perturbed Discrete Time Semi-Markov Processes ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ The first Laurent series coefficients for singularly perturbed stochastic matrices ⋮ The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain ⋮ Laurent expansion of the inverse of perturbed, singular matrices ⋮ A paradox for expected hitting times ⋮ From random Poincaré maps to stochastic mixed-mode-oscillation patterns

This page was built for publication: Mean Passage Times and Nearly Uncoupled Markov Chains