PlumX Metrics
Embed PlumX Metrics

Numerical Approximation of Drazin Inverse in Markov Chain Theory

2014
  • 0
    Citations
  • 4
    Usage
  • 0
    Captures
  • 0
    Mentions
  • 0
    Social Media
Metric Options:   Counts1 Year3 Year

Metrics Details

Thesis / Dissertation Description

One generalized inverse of the matrix Q is the Drazin inverse, Q^#. Many importantquantities in Markov chain theory can be expressed in terms of Q^#, where Q = I - P, thematrix P being the transition probability matrix of the chain. Previous work has establishedconditions and algorithms for estimating Q^# in a general setting but specific results are lacking.In this study, estimation of Q^# is considered for finite state Markov chains. Optimal parametersettings and convergence rates of the algorithms are examined.

Provide Feedback

Have ideas for a new metric? Would you like to see something else here?Let us know