Show simple item record

dc.contributor.authorHunter, Jen_NZ
dc.date.accessioned2016-03-23T23:46:06Z
dc.date.available2016-03-23T23:46:06Z
dc.date.copyright2016-03-18en_NZ
dc.identifier.citationSpecial Matrices, vol.4(1), pp.151 - 175 (25)en_NZ
dc.identifier.issn2300-7451en_NZ
dc.identifier.urihttp://hdl.handle.net/10292/9642
dc.description.abstractThis 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, 30,197-207, (1986) procedure. The technique is numerically stable in that it doesn't involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived. A consequence of the procedure is that the stationary distribution of the embedded Markov chain does not need to be derived in advance but can be found accurately from the derived mean first passage times. MatLab is utilized to carry out the computations, using some test problems from the literature.en_NZ
dc.publisherDe Gruyter Open
dc.relation.urihttp://www.degruyter.com/view/j/spma.2016.4.issue-1/spma-2016-0015/spma-2016-0015.xml?format=INTen_NZ
dc.rights© 2016 J. J. Hunter, published by De Gruyter Open. This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivs 3.0 License.
dc.subjectMarkov chain; Markov renewal process; Stationary distribution; Mean first passage times
dc.titleAccurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chainsen_NZ
dc.typeJournal Article
dc.rights.accessrightsOpenAccessen_NZ
dc.identifier.doi10.1515/spma-2016-0016en_NZ
aut.relation.endpage175
aut.relation.issue1en_NZ
aut.relation.pages25
aut.relation.startpage151
aut.relation.volume4en_NZ
pubs.elements-id201192


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record