Graphes et algorithme de calcul de probabilités stationnaires d'un processus markovien discret. (Graphs and algorithm for the computation of stationary probabilities of a discrete Markov process)

zbMath0701.60064MaRDI QIDQ914258

Jean Pellaumail

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_1_121_0

zbMATH Keywords

stationary distribution; non-negative matrices; coefficients of ergodicity; measure of speed of convergence

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

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