A linear-time algorithm for classifying the states of a finite Markov chain

Authors:
Bryan L. Deuermeyer;Donald K. Friesen
Affiliations:
Texas A&M University, College Station, Tx 77843, USA;Texas A&M University, College Station, Tx 77843, USA
Venue:
Operations Research Letters
Year:
1984

Citing 2
Cited 0

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Abstract

Classifying the states of a finite Markov chain requires the identification of all irreducible closed sets and the set of transient states. This paper presents an algorithm for identifying these states that executes in time O(MAX(|V|, |E|)) where number of states and |E| is the number of positive entries in the Markov matrix. The algorithm finds the closed strongly connected components of the transition graph using a depth-first search.