Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
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Publication:3686459
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- Computational discrete time Markov chain with correlated transition probabilities
- A Consistent Markov Partition Process Generated from the Paintbox Process
- Steady-State Approximation for a Vector Valued Markov Chain
- A partitioning algorithm for solving systems of linear equations
- The Markov chain tree theorem in commutative semirings and the state reduction algorithm in commutative semifields
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- Comparacion numerica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas
- A multi-cluster time aggregation approach for Markov chains
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- Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
- A partitioning algorithm for computing limiting distributions of ill-conditioned Markov chains
- Computing the fundamental matrix for a nonirreducible Markov chain
- The computation of key properties of Markov chains via perturbations
- Aggregation of Markov flows I: theory
- Computation of the steady-state probability of Markov chain evolving on a mixed state space
- Computing hitting probabilities of Markov chains: structural results with regard to the solution space of the corresponding system of equations
- A Method to Calculate Steady-State Distributions of Large Markov Chains by Aggregating States
- A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
- Cartesian product partitioning of multi-dimensional reachable state spaces
- The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem
- The computation of the mean first passage times for Markov chains
- Matrix inversion by augmentation and reduction
- Algorithms for finding steady state probabilities for some special classes of finite state Markov chains
- Perfect simulation of steady-state Markov chain on mixed state space
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