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Displaying similar documents to “The Stopping Distributions of a Markov Process.”

On jump processes with drift

Reinhard Wobst

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CONTENTS0. Introduction...................................................................................5  0.1. Notations and preliminary results..............................................7Chapter 1. Jump processes with drift.................................................9  1.1. Definition basic properties........................................................9  1.2. Characteristics of j.p.d............................................................12    1.2.1. Drift functions.....................................................................12    1.2.2....

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

Jeffrey J. Hunter (2016)

Special Matrices

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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, 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.Aconsequence of the procedure is that the stationary distribution of the...