Browsing Faculty of Design and Creative Technologies (Te Ara Auaha) by Author "Hunter, J"

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

Hunter, J (De Gruyter Open, 2016)

This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, ...
The Computation of Key Properties of Markov Chains via Perturbations

Hunter, J (arXiv, Cornell University Library, 2016)

Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of a finite irreducible Markov chain, are developed using perturbations. The ...
The Computation of the Mean First Passage Times for Markov Chains

Hunter, J (Cornell University Library, 2017)

A survey of a variety of computational procedures for finding the mean first passage times in Markov chains is presented. The author recently developed a new accurate computational technique, an Extended GTH Procedure, ...