Multilevel Solutions for Structured Markov Chains
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Publication:2706260
DOI10.1137/S0895479898342419zbMath0967.60075MaRDI QIDQ2706260
Publication date: 19 March 2001
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
continuous time Markov chains; iterative solution techniques; aggregation-disaggregation; stationary analysis
65C20: Probabilistic models, generic numerical methods in probability and statistics
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
65F10: Iterative numerical methods for linear systems
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