A Revised Stochastic Complementation Algorithm for Nearly Completely Decomposable Markov Chains

DOI10.1287/IJOC.7.2.117MaRDI QIDQ4896440zbMATH OpenOpenAlexFDO

Authors R. Bruce Mattingly

Publication date 23 March 1997

Published in ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.7.2.117

zbMATH Keywords

ill-conditionedloosely-coupled Markov chainsstationary distribution vector

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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• Eigenvalue bounds on restrictions of reversible nearly uncoupled Markov chains
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