Computing Hitting Probabilities of Markov Chains: Structural Results with regard to the Solution Space of the Corresponding System of Equations
In a previous paper, we have shown that forward use of the steady-state difference equations arising from homogeneous discrete-state space Markov chains may be subject to inherent numerical instability. More precisely, we have proven that, under some appropriate assumptions on the transition probabi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2020-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2020/9874072 |