Artikel
Open Access
Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
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Jeffrey J. Hunter
Veröffentlicht/Copyright:
18. März 2016
Received: 2015-10-5
Accepted: 2016-2-14
Published Online: 2016-3-18
©2016 Jeffrey J. Hunter
Artikel in diesem Heft
- Regular articles
- Pentadiagonal Companion Matrices
- Matrix and discrepancy view of generalized random and quasirandom graphs
- The Smith normal form of product distance matrices
- Nonlinear maps preserving Lie products on triangular algebras
- Sufficient conditions to be exceptional
- Orthogonal diagonalization for complex skew-persymmetric anti-tridiagonal Hankel matrices
- Preserving zeros of Lie product on alternate matrices
- On some characterizations of strong power graphs of finite groups
- On the cardinality of complex matrix scalings
- Ranks of permutative matrices
- Zero-one completely positive matrices and the A(R, S) classes
- A class of cyclic (v; k1, k2, k3; λ) difference families with v ≡ 3 (mod 4) a prime
- Special Issue: Proceedings of the 24th International Workshop on Matrices and Statistics
- Antieigenvalue analysis for continuum mechanics, economics, and number theory
- Unified speed estimation of various stabilities
- Studying the various properties of MIN and MAX matrices - elementary vs. more advanced methods
- Generation of all magic squares of order 5 and interesting patterns finding
- Matrix rank/inertia formulas for least-squares solutions with statistical applications
- Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
- Why the Kemeny Time is a constant
- On a criterion of D-stability for P-matrices
- Regularization for high-dimensional covariance matrix
- Nonlinear Markov processes in big networks
- Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data
- Sensitivity analysis in linear models
- Professor Haruo Yanai and multivariate analysis
- Moore-Penrose inverse of a hollow symmetric matrix and a predistance matrix
- Editors’ Summary for the Special Issue: Proceedings of the 24th International Workshop on Matrices and Statistics
- Special Issue: 5th International Conference on Matrix Analysis and Applications
- Essential sign change numbers of full sign pattern matrices
- A Lie product type formula in Euclidean Jordan algebras
- Some norm inequalities for special Gram matrices
- An update on a few permanent conjectures
- On numerical range of sp(2n, C)
- Derivatives of orbital function and an extension of Berezin-Gel’fand’s theorem
- Characterizations of the distribution of the Demmel condition number of real Wishart matrices
- Editors’ Summary of the Special Issue dedicated to the 5th International Conference on Matrix Analysis and Applications
Schlagwörter für diesen Artikel
Markov chain;
Markov renewal process;
stationary distribution;
mean first passage times
Creative Commons
BY-NC-ND 3.0
Artikel in diesem Heft
- Regular articles
- Pentadiagonal Companion Matrices
- Matrix and discrepancy view of generalized random and quasirandom graphs
- The Smith normal form of product distance matrices
- Nonlinear maps preserving Lie products on triangular algebras
- Sufficient conditions to be exceptional
- Orthogonal diagonalization for complex skew-persymmetric anti-tridiagonal Hankel matrices
- Preserving zeros of Lie product on alternate matrices
- On some characterizations of strong power graphs of finite groups
- On the cardinality of complex matrix scalings
- Ranks of permutative matrices
- Zero-one completely positive matrices and the A(R, S) classes
- A class of cyclic (v; k1, k2, k3; λ) difference families with v ≡ 3 (mod 4) a prime
- Special Issue: Proceedings of the 24th International Workshop on Matrices and Statistics
- Antieigenvalue analysis for continuum mechanics, economics, and number theory
- Unified speed estimation of various stabilities
- Studying the various properties of MIN and MAX matrices - elementary vs. more advanced methods
- Generation of all magic squares of order 5 and interesting patterns finding
- Matrix rank/inertia formulas for least-squares solutions with statistical applications
- Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
- Why the Kemeny Time is a constant
- On a criterion of D-stability for P-matrices
- Regularization for high-dimensional covariance matrix
- Nonlinear Markov processes in big networks
- Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data
- Sensitivity analysis in linear models
- Professor Haruo Yanai and multivariate analysis
- Moore-Penrose inverse of a hollow symmetric matrix and a predistance matrix
- Editors’ Summary for the Special Issue: Proceedings of the 24th International Workshop on Matrices and Statistics
- Special Issue: 5th International Conference on Matrix Analysis and Applications
- Essential sign change numbers of full sign pattern matrices
- A Lie product type formula in Euclidean Jordan algebras
- Some norm inequalities for special Gram matrices
- An update on a few permanent conjectures
- On numerical range of sp(2n, C)
- Derivatives of orbital function and an extension of Berezin-Gel’fand’s theorem
- Characterizations of the distribution of the Demmel condition number of real Wishart matrices
- Editors’ Summary of the Special Issue dedicated to the 5th International Conference on Matrix Analysis and Applications