A partitioning algorithm for computing limiting distributions of ill-conditioned Markov chains

MaRDI QIDQ3010737zbMATH OpenFDO

Authors C. Affane Aji, Hussain Elalaoui-Talibi

Publication date 27 June 2011

zbMATH Keywords

ill-conditioned transition matrixinvariant distributionirreducible finite Markov chainpartitioning algorithm

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

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• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
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Cited in

(2)

• A Consistent Markov Partition Process Generated from the Paintbox Process
• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities

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