Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains (Q1177197): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Michael I. Taksar / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Jaromír Antoch / rank | |||
Normal rank |
Revision as of 05:29, 10 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains |
scientific article |
Statements
Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains (English)
0 references
26 June 1992
0 references
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.
0 references
stationary distributions of Markov chains
0 references
semiregenerative
0 references
equilibrium equations
0 references
Gaussian elimination
0 references
birth-death process
0 references