Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains (Q1177197): Difference between revisions
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Property / cites work: Regenerative Analysis and Steady State Distributions for Markov Chains / rank | |||
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Latest revision as of 11:26, 15 May 2024
scientific article
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English | Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains |
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Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains (English)
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26 June 1992
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The aim of this paper is to study computational algorithms for finding stationary distributions of Markov chains using purely probabilistic arguments, based on the semi-regenerative structure of Markov chains. The reason is that this approach gives better insight into formal manipulations of equilibrium equations and provides probabilistic interpretation of the coefficients obtained at each such manipulation. Two theorems arising in connection with Gaussian elimination are derived using semi-regenerative analysis and then applied to an example connected with the birth-death process.
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stationary distributions of Markov chains
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semiregenerative
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equilibrium equations
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Gaussian elimination
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birth-death process
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