Inexact Uniformization Method for Computing Transient Distributions of Markov Chains

DOI10.1137/060662629MaRDI QIDQ3545259zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

randomizationnumerical experimentsMarkov chainslarge-scale problemsinexact methodsuniformizationcontinuous time Markov chainrelaxed matrix-vector products

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Computational methods for sparse matrices (65F50) Continuous-time Markov processes on discrete state spaces (60J27)

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