Relaxations for the numerical solutions of some stochastic problems
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Publication:3814757
DOI10.1080/15326348808807087zbMath0663.65148OpenAlexW2055977372MaRDI QIDQ3814757
Pantelis Tsoucas, Debasis Mitra
Publication date: 1988
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326348808807087
Markov chainconvergence ratestationary distributionproduction linecontinuous-time Markov processJacobi and Gauss-Seidel relaxations
Discrete-time Markov processes on general state spaces (60J05) Iterative numerical methods for linear systems (65F10) Probabilistic methods, stochastic differential equations (65C99)
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