An iterative algorithm for computing mean first passage times of Markov chains

Applied Mathematics and Computation

Volumn 250, Issue , 2015, Pages 372-389

  Xu, Jianhong ^a  

^a Southern Illinois University Carbondale   (United States)

Author keywords

Convergence; Eigenvalues; Iterative algorithm; Markov chains; Mean first passage times; Rank one updates

Indexed keywords

ALGORITHMS; CHAINS; COMPUTATION THEORY; EIGENVALUES AND EIGENFUNCTIONS; MARKOV PROCESSES; MATRIX ALGEBRA;

CONVERGENCE; EIGENVALUES; ITERATIVE ALGORITHM; MEAN FIRST PASSAGE TIME; RANK ONE UPDATES;

ITERATIVE METHODS;

EID: 84910604115     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2014.11.001     Document Type: Article

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