Iterative methods for solving the stationary distribution of Markov chains

MaRDI QIDQ3403046zbMATH OpenFDO

Authors Guangbao Guo

Publication date 12 February 2010

zbMATH Keywords

Markov chainsSchwarz methodquasi-nonnegative splittings

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10)

Recommendations

• Multiplicative Schwarz method for solving Markov chains
• Algebraic Schwarz methods for the numerical solution of Markov chains
• Algebraic Analysis of Schwarz Methods for Singular Systems
• Additive Schwarz Iterations for Markov Chains
• OnM-multisplittings of singularM-matrices with application to Markov chains

Cited in

(13)

• Iterative and Semi-Iterative Methods for Computing Stationary Probability Vectors of Markov Operators
• Additive Schwarz Iterations for Markov Chains
• Convergent Iterations for Computing Stationary Distributions of Markov Chains
• Finding the stationary states of Markov chains by iterative methods
• scientific article; zbMATH DE number 510831 (Why is no real title available?)
• The successive over relaxation method (SOR) and Markov chains
• Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
• Algebraic Schwarz methods for the numerical solution of Markov chains
• On the use of incomplete semiiterative methods for singular systems and applications in Markov chain modeling.
• Multiplicative Schwarz method for solving Markov chains
• Restricted additive Schwarz methods for Markov chains.
• Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains
• Monotone iterative methods to Markov chains

This page was built for publication: Iterative methods for solving the stationary distribution of Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3403046)