The derivation of Markov Chain Properties using Generalized Matrix Inverses
| aut.embargo | false | |
| aut.researcher | Hunter, Jeffrey Joseph | |
| dc.contributor.author | Hunter, JJ | |
| dc.date.accessioned | 2012-01-19T22:06:14Z | |
| dc.date.available | 2012-01-19T22:06:14Z | |
| dc.date.copyright | 2011-12-15 | |
| dc.date.issued | 2011-12-15 | |
| dc.description.abstract | In many stochastic models a Markov chain is present either directly or indirectly through some form of embedding. The analysis of many problems of interest associated with these models, eg. stationary distributions, moments of first passage time distributions and moments of occupation time random variables, often requires the solution of a system of linear equations involving I – P, where P is the transition matrix of a finite, irreducible, discrete time Markov chain. Generalized matrix inverses play an important role in the solution of such singular sets of equations. In this presentation we survey the application of generalized inverses to the aforementioned problems focussing primarily on Markov chains. | |
| dc.identifier.citation | Lectures on Matrix and Graph Methods, Manipal Univ Press Eds R.B. Bapat, S.Kirkland, K.M. Prasad, S. Puntanen, pp 61-89, (2012) | |
| dc.identifier.uri | https://hdl.handle.net/10292/3278 | |
| dc.publisher | Manipal Univ Press/arXiv | |
| dc.relation.uri | http://arxiv.org/abs/1112.3404 | |
| dc.rights | NOTICE: this is the author’s version of a work that was accepted for publication. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in (see Citation). | |
| dc.rights.accessrights | OpenAccess | |
| dc.title | The derivation of Markov Chain Properties using Generalized Matrix Inverses | |
| dc.type | Book Chapter | |
| pubs.organisational-data | /AUT | |
| pubs.organisational-data | /AUT/Design & Creative Technologies | |
| pubs.organisational-data | /AUT/Design & Creative Technologies/School of Computing & Mathematical Science | |
| pubs.organisational-data | /AUT/PBRF Researchers | |
| pubs.organisational-data | /AUT/PBRF Researchers/Design & Creative Technologies PBRF Researchers | |
| pubs.organisational-data | /AUT/PBRF Researchers/Design & Creative Technologies PBRF Researchers/DCT C & M Management & Allied |