On the final limit of a transition matrix
Classical Analysis and ODEs
2025-01-10 v6 Probability
Abstract
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.
Cite
@article{arxiv.1901.01108,
title = {On the final limit of a transition matrix},
author = {Helmut Kahl},
journal= {arXiv preprint arXiv:1901.01108},
year = {2025}
}
Comments
7 pages; minor corrections