Title of article
The first Laurent series coefficients for singularly perturbed stochastic matrices Original Research Article
Author/Authors
Konstantin E. Avrachenkov، نويسنده , , Moshe Haviv، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
17
From page
243
To page
259
Abstract
There are a few procedures for computing the Laurent series expansions for the mean passage time matrix and for the deviation matrix of a singularly perturbed Markov chain. We suggest here a method for computing the first terms in these expansions in a way which highlights the system dynamics in various time scales.
Keywords
Markov chains , Deviation matrix , Mean first passage times , singular perturbations , Aggregation/disaggregation , Laurent series
Journal title
Linear Algebra and its Applications
Serial Year
2004
Journal title
Linear Algebra and its Applications
Record number
824495
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