The Computation of the Mean First Passage Times for Markov Chains

Understand

A survey of a variety of computational procedures for finding the mean first passage times in Markov chains is presented.

• The author recently developed a new accurate computational technique, an Extended GTH Procedure, Hunter (Special Matrices, 2016) similar to that developed by Kohlas (Zeit.
• fur Oper.
• Res., 1986).