A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain (Q4891692)
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scientific article; zbMATH DE number 926264
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| English | A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain |
scientific article; zbMATH DE number 926264 |
Statements
A Block-GTH Algorithm for Finding the Stationary Vector of a Markov Chain (English)
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17 September 1997
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Markov chain
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stationary vector
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relative error bounds
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GTH algorithm
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Gaussian elimination
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0.8522490859031677
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0.8371601104736328
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