Startseite Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
Artikel Open Access

Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains

  • 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

  1. Regular articles
  2. Pentadiagonal Companion Matrices
  3. Matrix and discrepancy view of generalized random and quasirandom graphs
  4. The Smith normal form of product distance matrices
  5. Nonlinear maps preserving Lie products on triangular algebras
  6. Sufficient conditions to be exceptional
  7. Orthogonal diagonalization for complex skew-persymmetric anti-tridiagonal Hankel matrices
  8. Preserving zeros of Lie product on alternate matrices
  9. On some characterizations of strong power graphs of finite groups
  10. On the cardinality of complex matrix scalings
  11. Ranks of permutative matrices
  12. Zero-one completely positive matrices and the A(R, S) classes
  13. A class of cyclic (v; k1, k2, k3; λ) difference families with v ≡ 3 (mod 4) a prime
  14. Special Issue: Proceedings of the 24th International Workshop on Matrices and Statistics
  15. Antieigenvalue analysis for continuum mechanics, economics, and number theory
  16. Unified speed estimation of various stabilities
  17. Studying the various properties of MIN and MAX matrices - elementary vs. more advanced methods
  18. Generation of all magic squares of order 5 and interesting patterns finding
  19. Matrix rank/inertia formulas for least-squares solutions with statistical applications
  20. Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
  21. Why the Kemeny Time is a constant
  22. On a criterion of D-stability for P-matrices
  23. Regularization for high-dimensional covariance matrix
  24. Nonlinear Markov processes in big networks
  25. Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data
  26. Sensitivity analysis in linear models
  27. Professor Haruo Yanai and multivariate analysis
  28. Moore-Penrose inverse of a hollow symmetric matrix and a predistance matrix
  29. Editors’ Summary for the Special Issue: Proceedings of the 24th International Workshop on Matrices and Statistics
  30. Special Issue: 5th International Conference on Matrix Analysis and Applications
  31. Essential sign change numbers of full sign pattern matrices
  32. A Lie product type formula in Euclidean Jordan algebras
  33. Some norm inequalities for special Gram matrices
  34. An update on a few permanent conjectures
  35. On numerical range of sp(2n, C)
  36. Derivatives of orbital function and an extension of Berezin-Gel’fand’s theorem
  37. Characterizations of the distribution of the Demmel condition number of real Wishart matrices
  38. Editors’ Summary of the Special Issue dedicated to the 5th International Conference on Matrix Analysis and Applications
Heruntergeladen am 14.9.2025 von https://www.degruyterbrill.com/document/doi/10.1515/spma-2016-0015/html
Button zum nach oben scrollen