Overcoming Instability In Computing The Fundamental Matrix For A Markov Chain

DOI10.1137/S0895479896301753MaRDI QIDQ4389090zbMATH OpenOpenAlexFDO

Authors Daniel P. Heyman, Dianne P. O'Leary

Publication date 11 May 1998

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479896301753

zbMATH Keywords

algorithmdecision processErlang-B modelsfundamental matrixMarkov chainnumerical simulationtelephone multiplexing system

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: estimation; hidden Markov models (62M05) Probabilistic methods, stochastic differential equations (65C99) Direct numerical methods for linear systems and matrix inversion (65F05)

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