Convergent Iterations for Computing Stationary Distributions of Markov Chains
From MaRDI portal
Recommendations
- Iterative methods for solving the stationary distribution of Markov chains
- OnM-multisplittings of singularM-matrices with application to Markov chains
- A Graph Based Approach to the Convergence of One Level Schwarz Iterations for Singular M-Matrices and Markov Chains
- Block iterative algorithms for stochastic matrices
- A graph based approach to the convergence of some iterative methods for singular M-matrices and Markov chains.
Cites work
- A chaotic asynchronous algorithm for computing the fixed point of a nonnegative matrix of unit spectral radius
- A Combined Direct-Iterative Method for Certain M-Matrix Linear Systems
- Block iterative algorithms for stochastic matrices
- Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
- Convergent Regular Splittings for Singular M-Matrices
- scientific article; zbMATH DE number 3760340 (Why is no real title available?)
- scientific article; zbMATH DE number 3511563 (Why is no real title available?)
- scientific article; zbMATH DE number 3215568 (Why is no real title available?)
- Incomplete Factorization of Singular M-Matrices
- Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
- Matrix Methods for Queuing Problems
- On the Smallest Positive Singular Value of a Singular M-Matrix with Applications to Ergodic Markov Chains
- Sensitivity of the stationary distribution vector for an ergodic Markov chain
- Solution of Homogeneous Systems of Linear Equations Arising from Compartmental Models
- Theorems of Stein-Rosenberg type. III. The singular case
- Theorems on M-splittings of a singular M-Matrix which depend on graph structure
Cited in
(21)- Block iterative algorithms for stochastic matrices
- Resolvents of minus \(M\)-matrices and splittings of \(M\)-matrices
- Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999
- Dedication to Robert J. Plemmons
- Comparison theorems for the convergence factor of iterative methods for singular matrices
- A multi-cluster time aggregation approach for Markov chains
- Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
- Steady state probability vector of positive definite regularized linear systems of circulant stochastic matrices
- Finding the stationary states of Markov chains by iterative methods
- A Simple Numerical Approach for Infinite-State Markov Chains
- Bordered Matrices, Singular Systems, and Ergodic Markov Chains
- On the Smallest Positive Singular Value of a Singular M-Matrix with Applications to Ergodic Markov Chains
- scientific article; zbMATH DE number 4009652 (Why is no real title available?)
- scientific article; zbMATH DE number 1226277 (Why is no real title available?)
- Error Bounds for some overrelaxation methods
- Iterative and Semi-Iterative Methods for Computing Stationary Probability Vectors of Markov Operators
- scientific article; zbMATH DE number 510831 (Why is no real title available?)
- NECESSARY AND SUFFICIENT CONDITIONS FOR GLOBAL GEOMETRIC CONVERGENCE OF BLOCK GAUSS-SEIDEL ITERATION ALGORITHM APPLIED TO MARKOV CHAINS
- scientific article; zbMATH DE number 2166046 (Why is no real title available?)
- On the convergence of jacobi and gauss-seidel iteration for steady-state probabilities of finite-state continuous-time markov chains
- Pseudoirreducible and pseudoprimitive bounded operators
This page was built for publication: Convergent Iterations for Computing Stationary Distributions of Markov Chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4727280)
