Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
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Publication:3692813
DOI10.1137/0905033zbMath0574.65147OpenAlexW2072377318MaRDI QIDQ3692813
William J. Harrod, Robert J. Plemmons
Publication date: 1984
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0905033
comparisonerror analysisstochastic processMarkov chainLU factorizationdirect methodsM-matrixstationary distributionsprobability distribution vectorsparsity schemes
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Direct numerical methods for linear systems and matrix inversion (65F05) Probabilistic methods, stochastic differential equations (65C99)
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