A divide and conquer approach to computing the mean first passage matrix for Markov chains via Perron complement reductions.
Stephen J. KirklandMichael NeumannJianhong XuPublished in: Numer. Linear Algebra Appl. (2001)
Keyphrases
- markov chain
- transition matrix
- steady state
- transition probabilities
- markov process
- state space
- monte carlo
- markov processes
- monte carlo method
- finite state
- probabilistic automata
- markov model
- stochastic process
- random walk
- monte carlo simulation
- stationary distribution
- random numbers
- question answering
- sample path
- queueing theory
- non stationary
- machine learning