Linear Least Square Method for the Computation of the Mean First Passage Times of Ergodic Markov Chains
Yaming Chen · Journal of Advances in Mathematics and Computer Science · 2018
An efficient and accurate iterative scheme for the computation of the mean first passage times ( MFPTs) of ergodic Markov chains has been presented. Firstly, the computation problem of MFPTs is transformed into a set of linear equations. It has been proven that each of these equa...
Open access
Research Article
10.9734/JAMCS/2018/43705