Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains
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Publication:1177197
DOI10.1016/0377-0427(91)90021-BzbMath0736.65096MaRDI QIDQ1177197
Winfried K. Grassmann, Michael I. Taksar
Publication date: 26 June 1992
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Gaussian elimination; equilibrium equations; birth-death process; semiregenerative; stationary distributions of Markov chains
60J05: Discrete-time Markov processes on general state spaces
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
65C99: Probabilistic methods, stochastic differential equations
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