Parametric forms for generalized inverses of Markovian kernels and their applications

DOI10.1016/0024-3795(90)90336-BzbMath0695.15004OpenAlexW2049517799MaRDI QIDQ909746

Jeffrey J. Hunter

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0024-3795(90)90336-b

zbMATH Keywords

momentstransition matrixfinite irreducible discrete time Markov chainfirst passage time distributionsmulticondition generalized inverses

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Transition functions, generators and resolvents (60J35)

Related Items (5)

The computation of key properties of Markov chains via perturbations ⋮ SIMPLE PROCEDURES FOR FINDING MEAN FIRST PASSAGE TIMES IN MARKOV CHAINS ⋮ Generalized inverses of Markovian kernels in terms of properties of the Markov chain ⋮ Variances of first passage times in a Markov chain with applications to mixing times ⋮ Some stochastic properties of ``semi-magic and ``magic Markov chains

Cites Work

• Characterizations of generalized inverses associated with Markovian kernels
• Generalization of a fundamental matrix
• Generalized inverses and their application to applied probability problems
• Finite Continuous Time Markov Chains
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• Computation of the stationary distribution of a markov chain
• On the moments of Markov renewal processes

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