Markov chain comparison.
Dyer, Martin, Goldberg, Leslie Ann, Jerrum, Mark, Martin, Russell (2006)
Probability Surveys [electronic only]
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Displaying similar documents to “Merging of states of Markov chains with infinite probability rates”
Markov chain comparison.
The computation of stationary distributions of Markov chains through perturbations.
Hunter, Jeffrey J. (1991)
Journal of Applied Mathematics and Stochastic Analysis
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Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.
Abolnikov, Lev, Dukhovny, Alexander (1991)
Journal of Applied Mathematics and Stochastic Analysis
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Covariance and relaxation time in finite Markov chains.
Keilson, Julian (1998)
Journal of Applied Mathematics and Stochastic Analysis
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On the fundamental matrix of finite state Markov chains, its eigensystem and its relation to hitting times.
Takacs, Christiane (2006)
Mathematica Pannonica
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On variance conditions for Markov chain CLTs.
Häggström, Olle, Rosenthal, Jeffrey S. (2007)
Electronic Communications in Probability [electronic only]
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On the Markov chain central limit theorem.
Jones, Galin L. (2004)
Probability Surveys [electronic only]
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Elementary methods for failure due to a sequence of Markovian events.
Gani, J. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Directed forests with application to algorithms related to Markov chains
Piotr Pokarowski (1999)
Applicationes Mathematicae
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This paper is devoted to computational problems related to Markov chains (MC) on a finite state space. We present formulas and bounds for characteristics of MCs using directed forest expansions given by the Matrix Tree Theorem. These results are applied to analysis of direct methods for solving systems of linear equations, aggregation algorithms for nearly completely decomposable MCs and the Markov chain Monte Carlo procedures.
Marked continuous-time Markov chain modelling of burst behaviour for single ion channels.
Ball, Frank G., Milne, Robin K., Yeo, Geoffrey F. (2007)
Journal of Applied Mathematics and Decision Sciences
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