The Computation of Key Properties of Markov Chains via Perturbations
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of a finite irreducible Markov chain, are developed using perturbations. The derivation of these expressions involves the solution of systems of linear equ...
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| Format: | Others |
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arXiv, Cornell University Library,
2016-10-11T02:54:17Z.
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| Online Access: | Get fulltext |