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- W2952730665 abstract "This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30,197-207, (1986) procedure. The technique is numerically stable in that it doesn't involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived. A consequence of the procedure is that the stationary distribution of the embedded Markov chain does not need to be derived in advance but can be found accurately from the derived mean first passage times. MatLab is utilized to carry out the computations, using some test problems from the literature." @default.
- W2952730665 created "2019-06-27" @default.
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- W2952730665 date "2015-10-05" @default.
- W2952730665 modified "2023-09-27" @default.
- W2952730665 title "Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains" @default.
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