On the inverse mean first passage matrix problem and the inverse \(M\)-matrix problem

DOI10.1016/j.laa.2010.02.019zbMath1216.60055OpenAlexW2053932226MaRDI QIDQ630504

Nung-Sing Sze, Michael Neumann

Publication date: 17 March 2011

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2010.02.019

zbMATH Keywords

Markov chainsnonnegative matricesstationary distributioninverse \(M\)-matricesmean first passage timesdiagonally dominant \(M\)-matrices

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Positive matrices and their generalizations; cones of matrices (15B48) Stochastic matrices (15B51)

Related Items (5)

Some classes of nonsingular matrices and applications ⋮ On the first passage time of a simple random walk on a tree ⋮ Inequalities for functions of transition matrices ⋮ Inverse \(M\)-matrices. II ⋮ Inverse \(M\)-matrix, a new characterization

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