Inexact Uniformization Method for Computing Transient Distributions of Markov Chains
DOI10.1137/060662629zbMATH Open1154.65300OpenAlexW2003058193MaRDI QIDQ3545259FDOQ3545259
Roger B. Sidje, Kevin Burrage, S. MacNamara
Publication date: 10 December 2008
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9864d867a72c09ff73145588c71482eac8d83dcd
randomizationnumerical experimentsMarkov chainslarge-scale problemsinexact methodsuniformizationcontinuous time Markov chainrelaxed matrix-vector products
Numerical analysis or methods applied to Markov chains (65C40) Computational methods for sparse matrices (65F50) Continuous-time Markov processes on discrete state spaces (60J27)
Cited In (21)
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- Computing the expected Markov reward rates with stationarity detection and relative error control
- Estimating Multiclass Service Demand Distributions Using Markovian Arrival Processes
- Bounding the equilibrium distribution of Markov population models
- Approximate adaptive uniformization of continuous-time Markov chains
- Stochastic hybrid models of gene regulatory networks -- a PDE approach
- Adaptive-step methods for Markov-based membrane models
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