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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Takacs, Christiane (2006)
Mathematica Pannonica
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Abolnikov, Lev, Dukhovny, Alexander (1991)
Journal of Applied Mathematics and Stochastic Analysis
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Hisaaki Fujita (2003)
Colloquium Mathematicae
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We study associative, basic n × n𝔸-full matrix algebras over a field, whose multiplications are determined by structure systems 𝔸, that is, n-tuples of n × n matrices with certain properties.
Laurent Truffet (2003)
Kybernetika
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In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.
Franco Giannessi (2002)
RAIRO - Operations Research - Recherche Opérationnelle
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A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
Lampreia, J.P., Severino, R., Sousa Ramos, J. (2005)
Discrete Dynamics in Nature and Society
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Biswa Nath Datta (1980)
Czechoslovak Mathematical Journal
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J. Cuntz (1981)
Inventiones mathematicae
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