Computing Moments of First Passage Times to a Subset of States in Markov Chains
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Analysis
Link
http://epubs.siam.org/doi/pdf/10.1137/S0895479804442462
Reference19 articles.
1. The first Laurent series coefficients for singularly perturbed stochastic matrices
2. On the Effects of Using the Grassmann–Taksar–Heyman Method in Iterative Aggregation–Disaggregation
3. Regenerative Analysis and Steady State Distributions for Markov Chains
4. Passage time distributions in large Markov chains
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