On the final limit of a transition matrix

Fuente: arXiv
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Bibliographic Details
Main Author: Kahl, Helmut
Format: Preprint
Published: 2018
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_version_ 1866912180465565696
author Kahl, Helmut
author_facet Kahl, Helmut
contents An efficient algorithm is presented for computation of the limit of exp(t A) for t towards infinity where A denotes an intensity matrix of finite dimension.
format Preprint
id arxiv_https___arxiv_org_abs_1901_01108
institution arXiv
publishDate 2018
record_format arxiv
spellingShingle On the final limit of a transition matrix
Kahl, Helmut
Classical Analysis and ODEs
Probability
15B51, 15A16, 60J22, 60J27
An efficient algorithm is presented for computation of the limit of exp(t A) for t towards infinity where A denotes an intensity matrix of finite dimension.
title On the final limit of a transition matrix
topic Classical Analysis and ODEs
Probability
15B51, 15A16, 60J22, 60J27
url https://arxiv.org/abs/1901.01108