Complementation in Stochastic Matrices and the GTH Algorithm

DOI10.1137/S0895479896310172zbMath0916.60062OpenAlexW2069254513MaRDI QIDQ4389093

Eugene Seneta

Publication date: 11 May 1998

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

Full work available at URL: https://doi.org/10.1137/s0895479896310172

zbMATH Keywords

Markov chainsstationary distributionregulardeterminantal conditionsBartlett identitystochastic complementpartitioned inversion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51) Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to probability theory (60-04)

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