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math.PR2019
Collective marks and first passage times
Yiping ZHANG, Myron HLYNKA, Percy H. BRILL
Probability generating functions for first passage times of Markov chains are found using the method of collective marks. A system of equations is found which can be used to obtain…
math.PR2018
Reversibility Checking for Markov Chains
Q. Jiang, M. Hlynka, P. H. Brill +1
In this paper, we present reversibility preserving operations on Markov chain transition matrices. Simple row and column operations allow us to create new reversible transition mat…