Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
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Publication:2429049
DOI10.1016/J.CAMWA.2011.09.041zbMath1236.65009OpenAlexW1990077133MaRDI QIDQ2429049
Chao Wang, Ting-Zhu Huang, Chun Wen
Publication date: 22 April 2012
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2011.09.041
iteration methodMarkov chainKrylov subspace methodstationary probability vectortriangular and skew-symmetric splitting
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10)
Related Items (3)
Multistep matrix splitting iteration preconditioning for singular linear systems ⋮ Steady state probability vector of positive definite regularized linear systems of circulant stochastic matrices ⋮ Multipreconditioned GMRES for simulating stochastic automata networks
Uses Software
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