Numerical Approximation of Drazin Inverse in Markov Chain Theory
Document Type
Thesis
Degree Name
Master of Science (MS)
Department
Mathematics
Date of Award
Fall 2014
Abstract
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.
Advisor
Thomas Boucher
Subject Categories
Mathematics | Physical Sciences and Mathematics
Recommended Citation
Fort, Derek Wayne, "Numerical Approximation of Drazin Inverse in Markov Chain Theory" (2014). Electronic Theses & Dissertations. 645.
https://digitalcommons.tamuc.edu/etd/645
