Generalized inverses, stationary distributions and mean first passage times with applications to perturbed Markov chains

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dc.contributor.authorHunter, Jeffrey J.
dc.date.accessioned2013-05-08T04:05:25Z
dc.date.available2013-05-08T04:05:25Z
dc.date.issued2002
dc.description.abstractIn an earlier paper (Hunter, 2002) it was shown that mean first passage times play an important role in determining bounds on the relative and absolute differences between the stationary probabilities in perturbed finite irreducible discrete time Markov chains. Further when two perturbations of the transition probabilities in a single row are carried out the differences between the stationary probabilities in the unperturbed and perturbed situations are easily expressed in terms of a reduced number of mean first passage times. Using this procedure we provide an updating procedure for mean first passage times to determine changes in the stationary distributions under successive perturbations. Simple procedures for determining both stationary distributions and mean first passage times in a finite irreducible Markov chain are also given. The techniques used in the paper are based upon the application of generalized matrix inverses.en
dc.identifier.citationHunter, J.J. (2002), Generalized inverses, stationary distributions and mean first passage times with applications to perturbed Markov chains, Research Letters in the Information and Mathematical Sciences, 3, 99-116en
dc.identifier.issn1175-2777
dc.identifier.urihttp://hdl.handle.net/10179/4364
dc.language.isoenen
dc.publisherMassey Universityen
dc.subjectMarkov chainsen
dc.subjectPerturbation theoryen
dc.subjectFirst passage timeen
dc.subjectStochastic processen
dc.subjectGeneralized inverseen
dc.subjectStationary distributionen
dc.titleGeneralized inverses, stationary distributions and mean first passage times with applications to perturbed Markov chainsen
dc.typeArticleen
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