Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains (Q3028309)
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English | Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains |
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Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains (English)
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1987
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direct methods
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sparsity schemes
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Gaussian elimination
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stationary distribution of an irreducible Markov chain
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ergodic states
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block- tridiagonal matrices
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