The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains

For an m-state homogeneous Markov chain whose one-step transition matrix is T, the group inverse, A#, of the matrix A = 1 - T is shown to play a central role. For an ergodic chain, it is demonstrated that virtually everything that one would want to known about the chain can be determined by computin...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	SIAM review 1975-07, Vol.17 (3), p.443-464
1. Verfasser:	Meyer, Carl D.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Eigenvalues Ergodic theory Jordan matrices Logical proofs Markov analysis Markov chains Mathematical vectors Matrices Matrix inversion
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!