# On the final limit of a transition matrix

**Authors:** Helmut Kahl

arXiv: 1901.01108 · 2025-01-10

## TL;DR

This paper introduces an efficient algorithm to compute the limit of the matrix exponential exp(tA) as t approaches infinity, where A is a finite-dimensional intensity matrix, aiding long-term behavior analysis.

## Contribution

The paper presents a novel efficient algorithm specifically designed for calculating the limit of matrix exponentials of intensity matrices as time tends to infinity.

## Key findings

- Algorithm successfully computes limits for finite-dimensional intensity matrices.
- Method improves computational efficiency over existing approaches.
- Applicable to long-term analysis in stochastic processes.

## 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.

## Full text

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## References

6 references — full list in the complete paper: https://tomesphere.com/paper/1901.01108/full.md

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Source: https://tomesphere.com/paper/1901.01108