Characterizations of generalized inverses associated with Markovian kernels
type: Item
instance of: scholarly article
title: Characterizations of generalized inverses associated with Markovian kernels
zbMATH Open document ID: 0667.15005
DOI: 10.1016/0024-3795(88)90323-0
author: Jeffrey J. Hunter
published in: Linear Algebra and its Applications
publication date: 1988-01-01T00:00:00Z
review text: A systematic investigation of the various multicondition generalized inverses (g-inverses) of I-P, where P is the transition matrix of a finite, irreducible, discrete-time Markov chain is given. A completely efficient characterization of any g-inverse is based on the property of nonsingularity of the corresponding matrix with a minimal number of parameters. Partitioned forms for the g-inverses are given based on a full-rank factorization of the Markovian kernel, I-P. Special cases as the group inverses and the Moore-Penrose inverse are pointed out.
reviewed by: Radu Ursianu
Mathematics Subject Classification ID: 15A09
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 4091660
zbMATH Keywords: generalized inverses
zbMATH Keywords: transition matrix
zbMATH Keywords: finite, irreducible, discrete- time Markov chain
zbMATH Keywords: characterization
zbMATH Keywords: full-rank factorization
zbMATH Keywords: Markovian kernel
zbMATH Keywords: group inverses
zbMATH Keywords: Moore-Penrose inverse
MaRDI profile type: Publication
full work available at URL: 0024-3795(88)90323-0
OpenAlex ID: W1989695246
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description: scientific article; zbMATH DE number 4091660